-85.6%
SMR vs BDX
+54.0%
-139.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.6% | -10.0% | -3.4% |
| 7D | -9.5% | +7.2% | -16.7% | -8.3% |
| 30D | -33.2% | +15.8% | -49.0% | -31.3% |
| 3M | -45.9% | +23.7% | -69.6% | -44.0% |
| 6M | -57.9% | +44.8% | -102.7% | -56.2% |
| YTD | -63.8% | +39.8% | -103.6% | -61.7% |
| 1Y | -85.6% | +52.3% | -137.9% | -83.5% |
| All | -85.6% | +54.0% | -139.6% | -83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling