+113.9%
SOXX vs BDX
+27.3%
+86.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +3.1% |
| 7D | +2.2% | -2.5% | +4.7% | +1.5% |
| 30D | -2.0% | +8.3% | -10.3% | +0.1% |
| 3M | -13.7% | +24.4% | -38.1% | -9.1% |
| 6M | +52.4% | +9.2% | +43.2% | +65.1% |
| YTD | +72.8% | +22.7% | +50.1% | +86.3% |
| 1Y | +113.9% | +25.9% | +88.0% | +134.6% |
| All | +113.9% | +27.3% | +86.6% | +134.6% |
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