-9.7%
BDX vs STT
+203.8%
-213.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.8% |
| 7D | -4.3% | +2.2% | -6.5% | -4.7% |
| 30D | +1.3% | +3.9% | -2.6% | +0.3% |
| 3M | +20.2% | +19.2% | +1.1% | +14.8% |
| 6M | +8.6% | +60.4% | -51.8% | -4.7% |
| YTD | +19.0% | +51.5% | -32.5% | +5.8% |
| 1Y | +21.2% | +76.3% | -55.1% | +2.9% |
| 3Y | -9.7% | +200.7% | -210.5% | -34.6% |
| All | -9.7% | +203.8% | -213.5% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling