+3,282.8%
BDX vs SIRI
-16.9%
+3,299.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -3.2% | +0.6% | -3.7% | -3.2% |
| 30D | -2.5% | +2.5% | -5.0% | -2.7% |
| 3M | +21.4% | +6.6% | +14.8% | +21.1% |
| 6M | +10.4% | +32.9% | -22.5% | +9.1% |
| YTD | +18.8% | +50.5% | -31.6% | +16.8% |
| 1Y | +21.7% | +28.0% | -6.3% | +20.3% |
| 3Y | -10.0% | -22.4% | +12.5% | -9.9% |
| 5Y | -1.8% | -41.3% | +39.5% | -1.4% |
| 10Y | +58.8% | -10.4% | +69.2% | +56.7% |
| All | +3,282.8% | -16.9% | +3,299.6% | +2,893.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling