+2,448.5%
SAP vs BDX
+3,002.4%
-553.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +0.6% | +2.9% | -2.3% | -0.4% |
| 30D | +6.5% | +15.4% | -8.9% | +1.5% |
| 3M | +12.2% | +20.5% | -8.3% | +5.3% |
| 6M | +46.1% | +53.2% | -7.1% | +26.4% |
| YTD | -1.6% | +45.7% | -47.3% | -14.0% |
| 1Y | -5.1% | +47.3% | -52.4% | -17.4% |
| 3Y | +68.4% | +25.1% | +43.3% | +52.0% |
| 5Y | +79.4% | +27.4% | +52.0% | +59.3% |
| 10Y | +230.5% | +95.4% | +135.1% | +147.3% |
| All | +2,448.5% | +3,002.4% | -553.9% | +790.4% |
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