+378.3%
BDX vs URA
-51.6%
+429.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | +1.0% | +4.5% | -3.4% | +0.4% |
| 30D | +15.1% | -13.4% | +28.6% | +17.0% |
| 3M | +18.2% | -28.4% | +46.6% | +22.8% |
| 6M | +48.1% | -40.5% | +88.6% | +57.0% |
| YTD | +44.1% | -24.3% | +68.4% | +46.5% |
| 1Y | +46.4% | -28.8% | +75.2% | +49.8% |
| 3Y | +24.4% | +37.6% | -13.3% | +11.4% |
| 5Y | +26.1% | +30.7% | -4.6% | +11.1% |
| 10Y | +93.3% | +266.8% | -173.5% | +30.8% |
| All | +378.3% | -51.6% | +429.9% | +343.5% |
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