+60.5%
BDX vs STT
+262.1%
-201.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | +1.0% | -4.5% | -3.8% |
| 30D | +0.7% | +2.8% | -2.1% | 0.0% |
| 3M | +19.0% | +18.1% | +0.8% | +14.3% |
| 6M | +10.8% | +59.2% | -48.4% | -0.6% |
| YTD | +20.1% | +51.5% | -31.3% | +8.8% |
| 1Y | +23.1% | +75.7% | -52.6% | +7.7% |
| 3Y | -8.8% | +200.8% | -209.6% | -29.8% |
| 5Y | -1.4% | +155.8% | -157.2% | -23.7% |
| 10Y | +60.5% | +266.4% | -205.9% | +11.2% |
| All | +60.5% | +262.1% | -201.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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