-3.4%
BDX vs STT
+150.3%
-153.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +20.2% | +19.2% | +1.1% | +15.4% |
| 6M | +8.6% | +60.4% | -51.8% | -2.7% |
| YTD | +19.0% | +51.5% | -32.5% | +7.8% |
| 1Y | +21.2% | +76.3% | -55.1% | +5.9% |
| 3Y | -9.7% | +200.7% | -210.5% | -30.3% |
| 5Y | -3.4% | +157.5% | -160.9% | -27.1% |
| All | -3.4% | +150.3% | -153.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling