+5,552.3%
BDX vs STZ
+11,030.9%
-5,478.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +2.9% | +2.6% | +0.3% | +2.5% |
| 30D | +15.4% | +15.2% | +0.2% | +12.7% |
| 3M | +20.5% | +7.6% | +12.9% | +18.9% |
| 6M | +53.2% | +5.3% | +47.9% | +51.5% |
| YTD | +45.7% | +8.6% | +37.0% | +43.0% |
| 1Y | +47.3% | +15.6% | +31.7% | +43.0% |
| 3Y | +25.1% | -35.2% | +60.2% | +32.6% |
| 5Y | +27.4% | -29.1% | +56.5% | +32.7% |
| 10Y | +95.4% | +12.9% | +82.4% | +85.2% |
| All | +5,552.3% | +11,030.9% | -5,478.6% | +2,716.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling