-9.5%
BDX vs STZ
-49.9%
+40.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -4.1% | -6.0% | +1.9% | -2.5% |
| 30D | +0.1% | -8.9% | +9.0% | +2.6% |
| 3M | +18.3% | -12.6% | +30.8% | +22.4% |
| 6M | +10.1% | -17.2% | +27.3% | +15.2% |
| YTD | +19.4% | -10.0% | +29.5% | +21.6% |
| 1Y | +22.3% | -14.3% | +36.6% | +26.1% |
| All | -9.5% | -49.9% | +40.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling