+4,353.6%
BDX vs SPG
+5,256.9%
-903.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | +8.3% | -6.8% | +15.1% | +9.3% |
| 3M | +24.4% | +2.7% | +21.7% | +24.0% |
| 6M | +9.2% | +5.5% | +3.7% | +8.4% |
| YTD | +22.7% | +15.7% | +7.0% | +20.3% |
| 1Y | +25.9% | +20.9% | +5.0% | +22.7% |
| 3Y | -10.5% | +112.4% | -122.9% | -19.3% |
| 5Y | +1.9% | +101.4% | -99.4% | -8.3% |
| 10Y | +58.7% | +60.6% | -1.9% | +41.4% |
| All | +4,353.6% | +5,256.9% | -903.3% | +1,791.2% |
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