+43.8%
SO vs BDX
-9.0%
+52.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | 0.0% | -3.6% | +3.6% | +0.6% |
| 30D | -2.5% | +0.7% | -3.2% | -2.7% |
| 3M | -4.2% | +19.0% | -23.1% | -6.9% |
| 6M | -7.7% | +10.8% | -18.4% | -9.4% |
| YTD | +3.8% | +20.1% | -16.3% | +0.3% |
| 1Y | +0.1% | +23.1% | -23.0% | -3.8% |
| All | +43.8% | -9.0% | +52.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling