+52.3%
ROST vs BDX
+27.3%
+25.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +0.9% | -2.5% | +3.5% | +1.4% |
| 30D | -8.9% | +8.3% | -17.1% | -10.2% |
| 3M | -0.8% | +24.4% | -25.2% | -4.9% |
| 6M | +8.5% | +9.2% | -0.7% | +6.8% |
| YTD | +28.6% | +22.7% | +5.9% | +21.3% |
| 1Y | +52.3% | +25.9% | +26.5% | +42.7% |
| All | +52.3% | +27.3% | +25.0% | +42.7% |
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