-66.3%
SE vs BDX
-1.9%
-64.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -3.6% | -3.6% | -0.1% | -2.5% |
| 30D | -5.3% | +0.7% | -6.0% | -5.5% |
| 3M | +28.1% | +19.0% | +9.1% | +20.4% |
| 6M | +20.7% | +10.8% | +9.9% | +16.1% |
| YTD | -14.8% | +20.1% | -34.9% | -20.1% |
| 1Y | -43.6% | +23.1% | -66.6% | -47.6% |
| 3Y | +184.2% | -8.8% | +193.0% | +192.9% |
| 5Y | -66.3% | -1.4% | -64.9% | -66.1% |
| All | -66.3% | -1.9% | -64.4% | -66.1% |
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