+5,976.4%
SO vs BDX
+5,351.6%
+624.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.2% | -2.5% | +2.4% | +0.3% |
| 30D | -4.6% | +8.3% | -12.8% | -6.1% |
| 3M | -3.0% | +24.4% | -27.4% | -7.1% |
| 6M | -8.3% | +9.2% | -17.4% | -10.1% |
| YTD | +3.5% | +22.7% | -19.2% | -0.9% |
| 1Y | -0.9% | +25.9% | -26.8% | -5.8% |
| 3Y | +45.4% | -10.5% | +55.8% | +46.1% |
| 5Y | +59.6% | +1.9% | +57.7% | +56.1% |
| 10Y | +156.6% | +58.7% | +97.9% | +131.3% |
| All | +5,976.4% | +5,351.6% | +624.8% | +2,992.5% |
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 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