+31.3%
BIL vs BDX
+420.4%
-389.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | +0.3% | +15.4% | -15.1% | +0.4% |
| 3M | +1.0% | +20.5% | -19.6% | +1.0% |
| 6M | +1.9% | +53.2% | -51.3% | +1.9% |
| YTD | +3.2% | +45.7% | -42.5% | +3.2% |
| 1Y | +3.7% | +47.3% | -43.6% | +3.8% |
| 3Y | +13.8% | +25.1% | -11.2% | +13.9% |
| 5Y | +20.3% | +27.4% | -7.2% | +20.3% |
| 10Y | +26.2% | +95.4% | -69.2% | +26.4% |
| All | +31.3% | +420.4% | -389.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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