-1.4%
BDX vs SAN
+384.1%
-385.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | +0.7% | -0.1% | +0.8% | +0.7% |
| 3M | +19.0% | +19.6% | -0.7% | +15.5% |
| 6M | +10.8% | +32.7% | -21.9% | +5.5% |
| YTD | +20.1% | +26.7% | -6.6% | +14.9% |
| 1Y | +23.1% | +51.6% | -28.6% | +14.2% |
| 3Y | -8.8% | +348.7% | -357.6% | -28.7% |
| 5Y | -1.4% | +378.7% | -380.2% | -26.0% |
| All | -1.4% | +384.1% | -385.5% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling