+47.3%
BDX vs SPY
+12.1%
+35.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.2% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | +15.4% | -2.0% | +17.4% | +15.8% |
| 3M | +20.5% | -2.8% | +23.3% | +21.2% |
| 6M | +53.2% | +2.1% | +51.0% | +51.3% |
| YTD | +45.7% | +11.5% | +34.2% | +35.4% |
| 1Y | +47.3% | +13.5% | +33.8% | +35.2% |
| All | +47.3% | +12.1% | +35.2% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling