+56.7%
BDX vs XME
+421.4%
-364.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.2% | -4.2% | +1.0% | -2.4% |
| 30D | -2.5% | -2.7% | +0.2% | -2.1% |
| 3M | +21.4% | -3.9% | +25.3% | +21.9% |
| 6M | +10.4% | -1.0% | +11.4% | +9.6% |
| YTD | +18.8% | +9.8% | +9.0% | +15.1% |
| 1Y | +21.7% | +32.5% | -10.9% | +12.9% |
| 3Y | -10.0% | +124.3% | -134.3% | -25.9% |
| 5Y | -1.8% | +165.8% | -167.6% | -23.4% |
| All | +56.7% | +421.4% | -364.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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