+24.9%
BDX vs SM
-0.4%
+25.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.7% |
| 6M | +51.8% | +2.9% | +48.9% | +50.6% |
| YTD | +43.3% | +70.2% | -26.9% | +37.0% |
| 1Y | +48.0% | +66.5% | -18.5% | +41.5% |
| 3Y | +23.7% | -8.2% | +31.9% | +20.0% |
| 5Y | +24.9% | -1.5% | +26.3% | +22.4% |
| All | +24.9% | -0.4% | +25.3% | +22.4% |
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