-10.7%
BDX vs SEI
+560.9%
-571.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -1.9% |
| 7D | -5.4% | +20.7% | -26.1% | -5.3% |
| 30D | -2.2% | +9.1% | -11.3% | -2.1% |
| 3M | +20.1% | -6.0% | +26.1% | +20.2% |
| 6M | +9.1% | +18.9% | -9.9% | +8.7% |
| YTD | +17.9% | +40.1% | -22.3% | +17.2% |
| 1Y | +22.1% | +120.6% | -98.6% | +20.4% |
| All | -10.7% | +560.9% | -571.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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