+450.4%
BDX vs XME
+246.2%
+204.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -4.3% | +3.6% | -7.9% | -4.9% |
| 30D | +1.3% | +3.6% | -2.4% | +0.6% |
| 3M | +20.2% | +1.2% | +19.0% | +19.5% |
| 6M | +8.6% | +9.0% | -0.4% | +6.1% |
| YTD | +19.0% | +15.9% | +3.0% | +14.6% |
| 1Y | +21.2% | +43.2% | -22.0% | +11.8% |
| 3Y | -9.7% | +137.4% | -147.1% | -24.7% |
| 5Y | -3.4% | +185.0% | -188.4% | -23.4% |
| 10Y | +53.9% | +409.5% | -355.6% | +5.0% |
| All | +450.4% | +246.2% | +204.3% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling