+22.1%
BDX vs STZ
-12.7%
+34.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.7% | -2.4% |
| 7D | -5.4% | -4.1% | -1.3% | -4.3% |
| 30D | -2.2% | -7.6% | +5.4% | -0.2% |
| 3M | +20.1% | -12.3% | +32.4% | +23.8% |
| 6M | +9.1% | -16.3% | +25.4% | +13.3% |
| YTD | +17.9% | -8.4% | +26.2% | +18.1% |
| 1Y | +22.1% | -10.8% | +32.9% | +23.6% |
| All | +22.1% | -12.7% | +34.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling