+25.9%
BDX vs SGI
-17.2%
+43.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.5% | +8.5% | -11.1% | -3.7% |
| 30D | +8.3% | +0.7% | +7.6% | +8.0% |
| 3M | +24.4% | +0.6% | +23.8% | +24.1% |
| 6M | +9.2% | -17.9% | +27.1% | +11.2% |
| YTD | +22.7% | -21.2% | +43.9% | +25.1% |
| 1Y | +25.9% | -18.9% | +44.7% | +29.3% |
| All | +25.9% | -17.2% | +43.0% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling