+950.2%
BSX vs ODFL
+24,642.1%
-23,691.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -7.0% | -3.0% | -4.0% | -6.7% |
| 30D | -10.9% | -14.3% | +3.4% | -9.3% |
| 3M | -8.2% | -26.7% | +18.6% | -4.9% |
| 6M | -37.5% | -7.5% | -30.0% | -37.2% |
| YTD | -52.8% | +16.5% | -69.4% | -54.2% |
| 1Y | -58.4% | +23.5% | -81.9% | -59.9% |
| 3Y | -16.5% | -12.1% | -4.5% | -17.5% |
| 5Y | -1.0% | +28.9% | -29.9% | -7.6% |
| 10Y | +91.2% | +746.5% | -655.2% | +44.8% |
| All | +950.2% | +24,642.1% | -23,691.9% | +485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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