-9.7%
BDX vs SPG
+112.2%
-121.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.2% | -3.4% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +1.3% | -4.9% | +6.2% | +3.0% |
| 3M | +20.2% | +3.3% | +16.9% | +19.2% |
| 6M | +8.6% | +11.2% | -2.6% | +5.2% |
| YTD | +19.0% | +17.1% | +1.9% | +13.3% |
| 1Y | +21.2% | +21.6% | -0.4% | +14.0% |
| 3Y | -9.7% | +111.9% | -121.6% | -27.7% |
| All | -9.7% | +112.2% | -121.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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