+46.0%
BDX vs SEI
+606.2%
-560.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +16.3% | -19.3% | -3.6% |
| 7D | -4.3% | +28.8% | -33.1% | -5.1% |
| 30D | +1.3% | +10.4% | -9.1% | +0.8% |
| 3M | +20.2% | -11.4% | +31.7% | +20.3% |
| 6M | +8.6% | +31.2% | -22.6% | +6.6% |
| YTD | +19.0% | +39.7% | -20.7% | +16.1% |
| 1Y | +21.2% | +149.0% | -127.8% | +14.6% |
| 3Y | -9.7% | +560.2% | -569.9% | -22.4% |
| 5Y | -3.4% | +955.7% | -959.1% | -21.3% |
| All | +46.0% | +606.2% | -560.2% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling