+56.7%
BDX vs RUN
+42.2%
+14.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -3.2% | -3.7% | +0.6% | -3.0% |
| 30D | -2.5% | -13.0% | +10.5% | -1.9% |
| 3M | +21.4% | -31.8% | +53.2% | +23.3% |
| 6M | +10.4% | -32.2% | +42.6% | +11.9% |
| YTD | +18.8% | -53.5% | +72.3% | +21.8% |
| 1Y | +21.7% | -46.5% | +68.2% | +23.4% |
| 3Y | -10.0% | -37.6% | +27.7% | -14.4% |
| 5Y | -1.8% | -80.9% | +79.0% | -3.1% |
| All | +56.7% | +42.2% | +14.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling