+58.0%
SAP vs BDX
-9.9%
+67.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.9% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | +2.6% | +1.3% | +1.3% | +2.2% |
| 3M | +16.3% | +20.2% | -4.0% | +11.5% |
| 6M | +6.4% | +8.6% | -2.2% | +3.8% |
| YTD | -11.4% | +19.0% | -30.4% | -15.4% |
| 1Y | -20.4% | +21.2% | -41.6% | -24.3% |
| All | +58.0% | -9.9% | +67.8% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling