+47.3%
BDX vs SM
+84.2%
-37.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +9.4% | -6.5% | +3.3% |
| 30D | +15.4% | -14.4% | +29.8% | +15.0% |
| 3M | +20.5% | +1.6% | +19.0% | +20.5% |
| 6M | +53.2% | +6.3% | +46.8% | +52.9% |
| YTD | +45.7% | +78.8% | -33.1% | +32.0% |
| 1Y | +47.3% | +83.1% | -35.9% | +32.9% |
| All | +47.3% | +84.2% | -37.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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