+18.2%
BDX vs SFM
-38.2%
+56.4%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | +1.0% | -0.4% | +1.4% | +1.0% |
| 30D | +15.1% | -19.2% | +34.3% | +16.7% |
| 3M | +18.2% | -40.3% | +58.5% | +26.4% |
| All | +18.2% | -38.2% | +56.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3mo: compounded portfolio wealth divided by compounded SFM 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…
3mo analysis · Full analysis span regression · Available span rolling