-1.4%
BDX vs SFM
+217.9%
-219.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | -3.6% | -7.2% | +3.6% | -2.9% |
| 30D | +0.7% | -14.3% | +15.0% | +2.0% |
| 3M | +19.0% | -13.7% | +32.7% | +20.3% |
| 6M | +10.8% | -6.0% | +16.8% | +11.0% |
| YTD | +20.1% | -8.2% | +28.4% | +20.5% |
| 1Y | +23.1% | -46.2% | +69.3% | +29.0% |
| 3Y | -8.8% | +83.6% | -92.4% | -16.7% |
| 5Y | -1.4% | +212.7% | -214.1% | -15.1% |
| All | -1.4% | +217.9% | -219.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling