-73.1%
SMR vs BDX
+27.3%
-100.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.8% |
| 7D | +4.4% | -2.5% | +6.9% | +4.0% |
| 30D | +3.4% | +8.3% | -4.8% | +5.1% |
| 3M | -19.2% | +24.4% | -43.6% | -15.6% |
| 6M | -22.6% | +9.2% | -31.8% | -19.3% |
| YTD | -31.5% | +22.7% | -54.3% | -26.4% |
| 1Y | -73.1% | +25.9% | -99.0% | -68.5% |
| All | -73.1% | +27.3% | -100.4% | -68.5% |
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