+188.8%
SHEL vs BDX
-2.2%
+191.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +4.1% | -3.2% | +7.3% | +4.5% |
| 30D | +8.4% | -2.5% | +10.9% | +8.7% |
| 3M | +13.7% | +21.4% | -7.7% | +10.9% |
| 6M | +12.7% | +10.4% | +2.3% | +11.3% |
| YTD | +35.3% | +18.8% | +16.5% | +32.0% |
| 1Y | +39.4% | +21.7% | +17.7% | +35.4% |
| 3Y | +71.5% | -10.0% | +81.4% | +74.2% |
| All | +188.8% | -2.2% | +191.0% | +185.5% |
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