+25.9%
BDX vs SAN
+58.9%
-33.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | +8.3% | +2.0% | +6.3% | +8.0% |
| 3M | +24.4% | +19.7% | +4.7% | +21.3% |
| 6M | +9.2% | +30.6% | -21.5% | +4.7% |
| YTD | +22.7% | +28.8% | -6.1% | +15.9% |
| 1Y | +25.9% | +57.8% | -31.9% | +14.4% |
| All | +25.9% | +58.9% | -33.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling