+69,276.2%
ROST vs BDX
+5,237.1%
+64,039.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | -2.2% | -3.6% | +1.3% | -1.3% |
| 30D | -11.4% | +0.7% | -12.1% | -11.6% |
| 3M | -1.6% | +19.0% | -20.6% | -6.5% |
| 6M | +6.8% | +10.8% | -4.0% | +3.4% |
| YTD | +25.8% | +20.1% | +5.7% | +18.7% |
| 1Y | +52.4% | +23.1% | +29.3% | +42.8% |
| 3Y | +94.4% | -8.8% | +103.2% | +94.4% |
| 5Y | +108.2% | -1.4% | +109.6% | +102.3% |
| 10Y | +308.5% | +60.5% | +248.0% | +241.0% |
| All | +69,276.2% | +5,237.1% | +64,039.1% | +21,934.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling