-9.8%
BDX vs SFM
+90.5%
-100.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.8% |
| 30D | +1.3% | -11.4% | +12.6% | +2.2% |
| 3M | +20.2% | -12.2% | +32.4% | +21.3% |
| 6M | +8.6% | -5.2% | +13.8% | +8.8% |
| YTD | +19.0% | -4.5% | +23.4% | +19.1% |
| 1Y | +21.2% | -45.4% | +66.6% | +26.4% |
| All | -9.8% | +90.5% | -100.3% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling