-19.4%
SE vs BDX
+50.7%
-70.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.9% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | -20.9% | +15.4% | -36.4% | -22.8% |
| 3M | -38.9% | +20.5% | -59.4% | -40.7% |
| 6M | -19.4% | +53.2% | -72.6% | -22.2% |
| All | -19.4% | +50.7% | -70.1% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling