+1,537.1%
SOXX vs BDX
+59.3%
+1,477.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +1.4% | -3.2% | +4.5% | +2.5% |
| 30D | -3.6% | -2.5% | -1.0% | -2.8% |
| 3M | -10.2% | +21.4% | -31.6% | -17.4% |
| 6M | +54.2% | +10.4% | +43.8% | +46.6% |
| YTD | +75.2% | +18.8% | +56.4% | +61.1% |
| 1Y | +107.5% | +21.7% | +85.8% | +88.3% |
| 3Y | +226.8% | -10.0% | +236.7% | +230.5% |
| 5Y | +251.2% | -1.8% | +253.0% | +234.6% |
| All | +1,537.1% | +59.3% | +1,477.8% | +1,166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling