+1,130.4%
BDX vs SBAC
+2,208.1%
-1,077.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | -2.5% | -0.8% | -1.7% | -2.5% |
| 30D | +8.3% | +6.9% | +1.3% | +7.7% |
| 3M | +24.4% | -8.2% | +32.6% | +25.1% |
| 6M | +9.2% | -1.6% | +10.8% | +9.0% |
| YTD | +22.7% | -0.1% | +22.8% | +22.4% |
| 1Y | +25.9% | -0.5% | +26.3% | +25.5% |
| 3Y | -10.5% | -9.1% | -1.4% | -10.5% |
| 5Y | +1.9% | -43.8% | +45.7% | +5.0% |
| 10Y | +58.7% | +80.5% | -21.8% | +52.3% |
| All | +1,130.4% | +2,208.1% | -1,077.7% | +919.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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