-69.8%
SPCH vs BDX
+46.5%
-116.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +2.1% | -20.2% | -17.8% |
| 7D | -27.7% | +7.7% | -35.3% | -27.2% |
| 30D | -51.2% | +18.4% | -69.6% | -52.3% |
| 3M | +11.3% | +25.9% | -14.6% | +0.4% |
| All | -69.8% | +46.5% | -116.4% | -75.8% |
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 · Available span rolling