-40.3%
LULU vs BDX
+22.7%
-63.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.7% |
| 7D | -1.6% | -3.2% | +1.5% | 0.0% |
| 30D | -18.1% | -2.5% | -15.6% | -16.8% |
| 3M | -18.8% | +21.4% | -40.2% | -26.2% |
| 6M | -39.2% | +10.4% | -49.6% | -42.4% |
| YTD | -52.4% | +18.8% | -71.2% | -56.9% |
| 1Y | -40.3% | +21.7% | -62.0% | -46.1% |
| All | -40.3% | +22.7% | -63.0% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling