+327.2%
SMH vs BDX
-2.2%
+329.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.3% | -3.2% | +3.4% | +0.8% |
| 30D | -2.8% | -2.5% | -0.2% | -2.4% |
| 3M | -6.7% | +21.4% | -28.1% | -10.7% |
| 6M | +41.8% | +10.4% | +31.4% | +38.8% |
| YTD | +57.9% | +18.8% | +39.0% | +51.4% |
| 1Y | +87.6% | +21.7% | +66.0% | +78.5% |
| 3Y | +282.9% | -10.0% | +292.9% | +290.4% |
| All | +327.2% | -2.2% | +329.4% | +324.9% |
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