+10.8%
BDX vs SHAK
-32.1%
+42.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.2% |
| 7D | -3.6% | -7.2% | +3.7% | -3.3% |
| 30D | +0.7% | -11.8% | +12.5% | +1.2% |
| 3M | +19.0% | +17.2% | +1.8% | +18.9% |
| 6M | +10.8% | -34.1% | +44.9% | +6.7% |
| All | +10.8% | -32.1% | +42.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 6mo: compounded portfolio wealth divided by compounded SHAK 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…
6mo analysis · Full analysis span regression · 6 months rolling