+24.9%
BDX vs STT
+109.1%
-84.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +13.6% | -0.4% | +14.0% | +13.6% |
| 3M | +18.9% | -6.5% | +25.4% | +20.4% |
| 6M | +51.8% | +17.2% | +34.6% | +45.6% |
| YTD | +43.3% | +38.2% | +5.1% | +31.9% |
| 1Y | +48.0% | +49.3% | -1.3% | +33.7% |
| 3Y | +23.7% | +181.9% | -158.2% | -4.0% |
| 5Y | +24.9% | +106.9% | -82.0% | -4.0% |
| All | +24.9% | +109.1% | -84.2% | -4.0% |
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