+56.2%
SAP vs BDX
-1.9%
+58.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -0.3% | -3.6% | +3.3% | +0.8% |
| 30D | +0.3% | +0.7% | -0.4% | 0.0% |
| 3M | +16.9% | +19.0% | -2.1% | +11.0% |
| 6M | +6.3% | +10.8% | -4.4% | +2.8% |
| YTD | -12.4% | +20.1% | -32.5% | -17.7% |
| 1Y | -21.6% | +23.1% | -44.7% | -26.9% |
| 3Y | +54.8% | -8.8% | +63.6% | +57.2% |
| 5Y | +56.2% | -1.4% | +57.6% | +49.3% |
| All | +56.2% | -1.9% | +58.1% | +49.3% |
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