-10.7%
BDX vs XPO
+151.2%
-161.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.8% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | -2.2% | -10.4% | +8.2% | -1.1% |
| 3M | +20.1% | -15.7% | +35.8% | +22.2% |
| 6M | +9.1% | -6.3% | +15.4% | +9.4% |
| YTD | +17.9% | +34.2% | -16.3% | +13.2% |
| 1Y | +22.1% | +39.9% | -17.9% | +16.5% |
| All | -10.7% | +151.2% | -161.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling