+1,270.6%
SMH vs BDX
+1,153.0%
+117.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +4.3% | -3.6% | +7.9% | +5.7% |
| 30D | +0.9% | +0.7% | +0.2% | +0.4% |
| 3M | -2.8% | +19.0% | -21.8% | -10.2% |
| 6M | +45.6% | +10.8% | +34.8% | +37.7% |
| YTD | +59.5% | +20.1% | +39.3% | +45.6% |
| 1Y | +93.4% | +23.1% | +70.4% | +74.2% |
| 3Y | +287.1% | -8.8% | +295.9% | +284.7% |
| 5Y | +338.0% | -1.4% | +339.5% | +314.9% |
| 10Y | +1,876.8% | +60.5% | +1,816.3% | +1,384.3% |
| All | +1,270.6% | +1,153.0% | +117.5% | +485.3% |
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