+60.5%
BDX vs URA
+369.2%
-308.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -3.6% | +5.7% | -9.3% | -4.1% |
| 30D | +0.7% | +5.6% | -4.9% | 0.0% |
| 3M | +19.0% | +6.2% | +12.7% | +17.9% |
| 6M | +10.8% | -8.2% | +19.0% | +11.0% |
| YTD | +20.1% | +9.7% | +10.5% | +17.4% |
| 1Y | +23.1% | +17.0% | +6.1% | +18.4% |
| 3Y | -8.8% | +118.5% | -127.3% | -21.5% |
| 5Y | -1.4% | +134.3% | -135.8% | -18.6% |
| 10Y | +60.5% | +377.5% | -317.0% | +3.4% |
| All | +60.5% | +369.2% | -308.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling