+26.1%
BDX vs SFM
+112.8%
-86.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.4% |
| 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% | +23.0% |
| 6M | +48.1% | -40.9% | +89.0% | +54.0% |
| YTD | +44.1% | -35.5% | +79.6% | +48.4% |
| 1Y | +46.4% | -37.4% | +83.8% | +51.1% |
| 3Y | +24.4% | +25.5% | -1.1% | +16.9% |
| 5Y | +26.1% | +113.0% | -86.9% | +11.5% |
| All | +26.1% | +112.8% | -86.7% | +11.5% |
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