+2,533.2%
SHEL vs BDX
+5,237.1%
-2,703.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +3.0% | -3.6% | +6.6% | +3.9% |
| 30D | +7.2% | +0.7% | +6.5% | +6.9% |
| 3M | +12.9% | +19.0% | -6.1% | +7.8% |
| 6M | +13.7% | +10.8% | +2.9% | +10.1% |
| YTD | +33.7% | +20.1% | +13.5% | +26.6% |
| 1Y | +37.9% | +23.1% | +14.8% | +29.6% |
| 3Y | +70.2% | -8.8% | +79.1% | +70.0% |
| 5Y | +192.3% | -1.4% | +193.8% | +183.1% |
| 10Y | +207.3% | +60.5% | +146.8% | +156.9% |
| All | +2,533.2% | +5,237.1% | -2,703.9% | +1,185.0% |
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