+589.4%
SE vs BDX
+31.4%
+558.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -6.1% | -2.5% | -3.6% | -5.0% |
| 30D | -2.5% | +8.3% | -10.7% | -5.9% |
| 3M | +21.7% | +24.4% | -2.7% | +10.0% |
| 6M | +27.0% | +9.2% | +17.8% | +21.6% |
| YTD | -12.1% | +22.7% | -34.9% | -20.2% |
| 1Y | -40.9% | +25.9% | -66.8% | -47.2% |
| 3Y | +191.0% | -10.5% | +201.5% | +199.6% |
| 5Y | -68.3% | +1.9% | -70.2% | -69.8% |
| All | +589.4% | +31.4% | +558.0% | +483.9% |
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