+19.1%
SHW vs BDX
-10.7%
+29.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -4.5% | -5.4% | +1.0% | -2.7% |
| 30D | -12.7% | -2.2% | -10.5% | -12.1% |
| 3M | +4.7% | +20.1% | -15.4% | -1.2% |
| 6M | -3.4% | +9.1% | -12.5% | -6.5% |
| YTD | -1.3% | +17.9% | -19.2% | -6.5% |
| 1Y | -10.4% | +22.1% | -32.4% | -15.8% |
| All | +19.1% | -10.7% | +29.8% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling