-3.4%
BDX vs SM
+111.2%
-114.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +1.3% | +31.5% | -30.3% | -0.1% |
| 3M | +20.2% | +17.3% | +2.9% | +19.1% |
| 6M | +8.6% | +48.5% | -39.9% | +5.8% |
| YTD | +19.0% | +106.3% | -87.3% | +13.5% |
| 1Y | +21.2% | +47.3% | -26.1% | +17.6% |
| 3Y | -9.7% | -1.4% | -8.3% | -12.3% |
| 5Y | -3.4% | +114.0% | -117.4% | -5.4% |
| All | -3.4% | +111.2% | -114.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling