-48.8%
SE vs BDX
+54.0%
-102.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.1% | +2.7% |
| 7D | +6.7% | +7.2% | -0.5% | +4.4% |
| 30D | -17.2% | +15.8% | -33.0% | -21.0% |
| 3M | -28.0% | +23.7% | -51.7% | -32.8% |
| 6M | -6.1% | +44.8% | -50.9% | -17.2% |
| YTD | -37.1% | +39.8% | -76.9% | -40.8% |
| 1Y | -48.8% | +52.3% | -101.1% | -49.4% |
| All | -48.8% | +54.0% | -102.8% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling