-9.8%
BDX vs SAN
+349.3%
-359.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.3% | +3.3% | -7.6% | -4.8% |
| 30D | +1.3% | +1.1% | +0.2% | +1.1% |
| 3M | +20.2% | +22.2% | -2.0% | +16.2% |
| 6M | +8.6% | +36.0% | -27.4% | +2.8% |
| YTD | +19.0% | +28.2% | -9.3% | +13.1% |
| 1Y | +21.2% | +54.1% | -33.0% | +11.3% |
| All | -9.8% | +349.3% | -359.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling