+6,251.9%
BDX vs STT
+6,617.4%
-365.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | +5.1% | -4.1% | +0.1% |
| 30D | +15.1% | -0.2% | +15.4% | +15.1% |
| 3M | +18.2% | -8.1% | +26.3% | +19.8% |
| 6M | +48.1% | +16.6% | +31.5% | +43.7% |
| YTD | +44.1% | +37.8% | +6.3% | +35.5% |
| 1Y | +46.4% | +46.8% | -0.4% | +36.1% |
| 3Y | +24.4% | +181.2% | -156.8% | +2.7% |
| 5Y | +26.1% | +105.1% | -79.0% | +7.9% |
| 10Y | +93.3% | +202.3% | -109.0% | +48.7% |
| All | +6,251.9% | +6,617.4% | -365.5% | +1,953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling