+11.1%
SMR vs BDX
-6.6%
+17.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.1% | +18.3% | +16.0% |
| 7D | +21.4% | -4.3% | +25.7% | +22.5% |
| 30D | +13.8% | +1.3% | +12.6% | +13.3% |
| 3M | +3.9% | +20.2% | -16.3% | -1.8% |
| 6M | -4.2% | +8.6% | -12.8% | -6.4% |
| YTD | -21.1% | +19.0% | -40.1% | -25.4% |
| 1Y | -67.1% | +21.2% | -88.2% | -69.2% |
| 3Y | +88.9% | -9.7% | +98.6% | +104.6% |
| All | +11.1% | -6.6% | +17.8% | +17.1% |
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