+307.3%
BDX vs URA
-31.1%
+338.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +8.3% | +7.4% | +0.9% | +7.1% |
| 3M | +24.4% | -8.4% | +32.8% | +25.3% |
| 6M | +9.2% | -12.7% | +21.9% | +10.1% |
| YTD | +22.7% | +7.8% | +14.9% | +19.6% |
| 1Y | +25.9% | +19.5% | +6.4% | +19.8% |
| 3Y | -10.5% | +116.4% | -126.9% | -24.5% |
| 5Y | +1.9% | +134.3% | -132.4% | -18.0% |
| 10Y | +58.7% | +359.3% | -300.6% | +5.6% |
| All | +307.3% | -31.1% | +338.4% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling