+114.6%
ROST vs BDX
-2.2%
+116.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | +0.2% | -3.2% | +3.4% | +1.0% |
| 30D | -6.9% | -2.5% | -4.3% | -6.3% |
| 3M | -3.3% | +21.4% | -24.7% | -7.9% |
| 6M | +9.0% | +10.4% | -1.4% | +6.2% |
| YTD | +28.9% | +18.8% | +10.0% | +22.9% |
| 1Y | +54.0% | +21.7% | +32.3% | +45.8% |
| 3Y | +100.7% | -10.0% | +110.7% | +104.8% |
| All | +114.6% | -2.2% | +116.9% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling