+10.5%
SHW vs BDX
-3.5%
+14.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -4.5% | -5.4% | +1.0% | -2.4% |
| 30D | -12.7% | -2.2% | -10.5% | -12.0% |
| 3M | +4.7% | +20.1% | -15.4% | -2.3% |
| 6M | -3.4% | +9.1% | -12.5% | -6.8% |
| YTD | -1.3% | +17.9% | -19.2% | -7.6% |
| 1Y | -10.4% | +22.1% | -32.4% | -17.2% |
| 3Y | +20.1% | -10.5% | +30.6% | +23.3% |
| 5Y | +10.5% | -2.6% | +13.1% | +10.9% |
| All | +10.5% | -3.5% | +14.0% | +10.9% |
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 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