-46.2%
SE vs BDX
+48.3%
-94.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.5% |
| 30D | -20.9% | +15.4% | -36.4% | -25.0% |
| 3M | -38.9% | +20.5% | -59.4% | -43.1% |
| 6M | -19.4% | +53.2% | -72.6% | -32.3% |
| YTD | -40.9% | +45.7% | -86.6% | -47.0% |
| 1Y | -46.2% | +47.3% | -93.4% | -51.8% |
| All | -46.2% | +48.3% | -94.5% | -51.8% |
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