+5,143.0%
BDX vs SAN
+2,106.1%
+3,036.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -4.3% | +3.3% | -7.6% | -4.9% |
| 30D | +1.3% | +1.1% | +0.2% | +1.1% |
| 3M | +20.2% | +22.2% | -2.0% | +15.8% |
| 6M | +8.6% | +36.0% | -27.4% | +2.3% |
| YTD | +19.0% | +28.2% | -9.3% | +12.9% |
| 1Y | +21.2% | +54.1% | -33.0% | +11.1% |
| 3Y | -9.7% | +354.2% | -364.0% | -32.8% |
| 5Y | -3.4% | +387.3% | -390.7% | -30.6% |
| 10Y | +53.9% | +334.8% | -281.0% | +6.9% |
| All | +5,143.0% | +2,106.1% | +3,036.9% | +2,256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling