+4,543.2%
BDX vs SM
+1,434.4%
+3,108.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | +9.4% | -6.5% | +2.4% |
| 30D | +15.4% | -14.4% | +29.8% | +16.2% |
| 3M | +20.5% | +1.6% | +19.0% | +20.0% |
| 6M | +53.2% | +6.3% | +46.8% | +51.7% |
| YTD | +45.7% | +78.8% | -33.1% | +39.5% |
| 1Y | +47.3% | +83.1% | -35.9% | +40.7% |
| 3Y | +25.1% | -5.9% | +31.0% | +22.7% |
| 5Y | +27.4% | +4.8% | +22.6% | +22.0% |
| 10Y | +95.4% | +17.5% | +77.8% | +62.2% |
| All | +4,543.2% | +1,434.4% | +3,108.8% | +2,656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling