+23.0%
BDX vs SM
-8.5%
+31.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +13.6% | -17.3% | +30.9% | +14.3% |
| 3M | +18.9% | -3.6% | +22.5% | +18.6% |
| 6M | +51.8% | +2.9% | +48.9% | +50.3% |
| YTD | +43.3% | +70.2% | -26.9% | +34.9% |
| 1Y | +48.0% | +66.5% | -18.5% | +39.4% |
| All | +23.0% | -8.5% | +31.6% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling