-75.5%
SMR vs BDX
+22.7%
-98.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -15.5% |
| 7D | -11.2% | -3.2% | -8.1% | -11.8% |
| 30D | -10.2% | -2.5% | -7.7% | -10.8% |
| 3M | -10.0% | +21.4% | -31.4% | -6.6% |
| 6M | -30.5% | +10.4% | -40.9% | -27.3% |
| YTD | -39.2% | +18.8% | -58.1% | -35.0% |
| 1Y | -75.5% | +21.7% | -97.2% | -71.2% |
| All | -75.5% | +22.7% | -98.3% | -71.2% |
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