+342.6%
BDX vs SPXU
-100.0%
+442.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.7% | -2.7% |
| 7D | -4.3% | -1.5% | -2.8% | -4.6% |
| 30D | +1.3% | +3.7% | -2.5% | +2.1% |
| 3M | +20.2% | -9.6% | +29.8% | +18.1% |
| 6M | +8.6% | -32.4% | +41.0% | +0.8% |
| YTD | +19.0% | -28.7% | +47.7% | +12.0% |
| 1Y | +21.2% | -38.2% | +59.4% | +11.1% |
| 3Y | -9.7% | -80.4% | +70.7% | -31.8% |
| 5Y | -3.4% | -86.0% | +82.6% | -26.4% |
| 10Y | +53.9% | -99.5% | +153.4% | -34.4% |
| All | +342.6% | -100.0% | +442.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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