+4,468.5%
BDX vs SM
+1,360.8%
+3,107.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | +13.6% | -17.3% | +30.9% | +14.6% |
| 3M | +18.9% | -3.6% | +22.5% | +18.8% |
| 6M | +51.8% | +2.9% | +48.9% | +50.7% |
| YTD | +43.3% | +70.2% | -26.9% | +37.6% |
| 1Y | +48.0% | +66.5% | -18.5% | +42.2% |
| 3Y | +23.7% | -8.2% | +31.9% | +21.5% |
| 5Y | +24.9% | -1.5% | +26.3% | +20.0% |
| 10Y | +92.2% | +11.9% | +80.3% | +60.0% |
| All | +4,468.5% | +1,360.8% | +3,107.7% | +2,619.8% |
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