+827.6%
BDX vs XPO
+10,152.6%
-9,325.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.0% |
| 7D | -4.3% | +2.7% | -7.0% | -4.4% |
| 30D | +1.3% | -6.2% | +7.4% | +1.6% |
| 3M | +20.2% | -15.4% | +35.7% | +21.4% |
| 6M | +8.6% | +0.7% | +7.9% | +8.4% |
| YTD | +19.0% | +39.8% | -20.9% | +16.2% |
| 1Y | +21.2% | +43.3% | -22.1% | +18.0% |
| 3Y | -9.7% | +166.0% | -175.7% | -16.0% |
| 5Y | -3.4% | +274.2% | -277.6% | -13.0% |
| 10Y | +53.9% | +1,429.0% | -1,375.2% | +27.7% |
| All | +827.6% | +10,152.6% | -9,325.0% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling