+5,130.9%
BDX vs SPG
+5,939.2%
-808.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +1.0% | +3.1% | -2.1% | +0.6% |
| 30D | +15.1% | +16.4% | -1.3% | +12.8% |
| 3M | +18.2% | +7.1% | +11.1% | +17.1% |
| 6M | +48.1% | +16.1% | +32.1% | +45.2% |
| YTD | +44.1% | +30.4% | +13.7% | +39.0% |
| 1Y | +46.4% | +33.0% | +13.4% | +40.8% |
| 3Y | +24.4% | +134.6% | -110.3% | +10.6% |
| 5Y | +26.1% | +84.9% | -58.8% | +14.6% |
| 10Y | +93.3% | +114.9% | -21.6% | +65.0% |
| All | +5,130.9% | +5,939.2% | -808.4% | +2,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling