+107.5%
SOXX vs BDX
+22.7%
+84.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.1% |
| 7D | +1.4% | -3.2% | +4.5% | +0.5% |
| 30D | -3.6% | -2.5% | -1.0% | -4.2% |
| 3M | -10.2% | +21.4% | -31.6% | -6.2% |
| 6M | +54.2% | +10.4% | +43.8% | +64.5% |
| YTD | +75.2% | +18.8% | +56.4% | +87.2% |
| 1Y | +107.5% | +21.7% | +85.8% | +125.9% |
| All | +107.5% | +22.7% | +84.8% | +125.9% |
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