+2,233.8%
SAP vs BDX
+2,513.3%
-279.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.0% |
| 30D | +9.0% | +8.3% | +0.8% | +6.0% |
| 3M | +14.9% | +24.4% | -9.4% | +6.8% |
| 6M | +11.9% | +9.2% | +2.7% | +8.4% |
| YTD | -9.9% | +22.7% | -32.6% | -16.5% |
| 1Y | -19.5% | +25.9% | -45.4% | -26.1% |
| 3Y | +61.8% | -10.5% | +72.3% | +63.5% |
| 5Y | +56.2% | +1.9% | +54.3% | +49.6% |
| 10Y | +180.6% | +58.7% | +121.9% | +125.3% |
| All | +2,233.8% | +2,513.3% | -279.5% | +764.7% |
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 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