+6,320.2%
BDX vs SAN
+1,735.1%
+4,585.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +4.0% | -1.1% | +2.1% |
| 30D | +15.4% | -7.8% | +23.2% | +17.0% |
| 3M | +20.5% | -16.4% | +36.9% | +24.2% |
| 6M | +53.2% | +3.5% | +49.7% | +51.5% |
| YTD | +45.7% | +6.7% | +39.0% | +42.6% |
| 1Y | +47.3% | +14.5% | +32.8% | +42.2% |
| 3Y | +25.1% | +243.5% | -218.5% | -2.2% |
| 5Y | +27.4% | +296.2% | -268.8% | -5.0% |
| 10Y | +95.4% | +268.5% | -173.1% | +39.7% |
| All | +6,320.2% | +1,735.1% | +4,585.1% | +2,877.0% |
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 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