+104.4%
BDX vs SPY
+307.0%
-202.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +2.9% | +2.6% | +0.3% | +1.4% |
| 30D | +15.4% | -2.0% | +17.4% | +16.5% |
| 3M | +20.5% | -2.8% | +23.3% | +22.2% |
| 6M | +53.2% | +2.1% | +51.0% | +50.6% |
| YTD | +45.7% | +11.5% | +34.2% | +36.0% |
| 1Y | +47.3% | +13.5% | +33.8% | +36.0% |
| 3Y | +25.1% | +77.7% | -52.6% | -12.5% |
| 5Y | +27.4% | +72.6% | -45.2% | -10.5% |
| All | +104.4% | +307.0% | -202.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling