+4,661.2%
BDX vs STZ
+9,621.1%
-4,959.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | +8.3% | -1.9% | +10.1% | +8.6% |
| 3M | +24.4% | -6.2% | +30.6% | +25.6% |
| 6M | +9.2% | -14.0% | +23.2% | +11.7% |
| YTD | +22.7% | -5.1% | +27.8% | +23.3% |
| 1Y | +25.9% | -9.6% | +35.4% | +27.4% |
| 3Y | -10.5% | -47.2% | +36.8% | -1.7% |
| 5Y | +1.9% | -33.6% | +35.5% | +7.5% |
| 10Y | +58.7% | -9.8% | +68.5% | +56.0% |
| All | +4,661.2% | +9,621.1% | -4,959.9% | +2,328.8% |
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