+312.1%
ROST vs BDX
+59.3%
+252.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +0.2% | -3.2% | +3.4% | +1.2% |
| 30D | -6.9% | -2.5% | -4.3% | -6.2% |
| 3M | -3.3% | +21.4% | -24.7% | -9.1% |
| 6M | +9.0% | +10.4% | -1.4% | +5.4% |
| YTD | +28.9% | +18.8% | +10.0% | +21.3% |
| 1Y | +54.0% | +21.7% | +32.3% | +43.7% |
| 3Y | +100.7% | -10.0% | +110.7% | +102.9% |
| 5Y | +116.0% | -1.8% | +117.8% | +109.0% |
| All | +312.1% | +59.3% | +252.8% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling