+25.9%
BDX vs XPO
+53.4%
-27.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -2.0% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | +8.3% | -3.5% | +11.8% | +8.6% |
| 3M | +24.4% | -11.9% | +36.3% | +26.3% |
| 6M | +9.2% | -10.0% | +19.1% | +10.1% |
| YTD | +22.7% | +42.1% | -19.4% | +15.5% |
| 1Y | +25.9% | +47.6% | -21.7% | +19.0% |
| All | +25.9% | +53.4% | -27.5% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling