+4,050.5%
BDX vs SPY
+3,091.8%
+958.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +8.3% | +0.1% | +8.2% | +8.2% |
| 3M | +24.4% | +2.0% | +22.4% | +22.7% |
| 6M | +9.2% | +13.0% | -3.8% | +1.3% |
| YTD | +22.7% | +13.5% | +9.2% | +13.5% |
| 1Y | +25.9% | +20.0% | +5.9% | +12.6% |
| 3Y | -10.5% | +77.2% | -87.7% | -37.0% |
| 5Y | +1.9% | +81.9% | -80.0% | -30.4% |
| 10Y | +58.7% | +314.1% | -255.4% | -35.0% |
| All | +4,050.5% | +3,091.8% | +958.8% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling