+282.6%
SPGI vs BDX
+58.0%
+224.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | -8.9% | -5.4% | -3.5% | -6.9% |
| 30D | +0.6% | -2.2% | +2.8% | +1.5% |
| 3M | +2.0% | +20.1% | -18.1% | -5.3% |
| 6M | +0.1% | +9.1% | -9.0% | -3.7% |
| YTD | -16.4% | +17.9% | -34.3% | -22.7% |
| 1Y | -18.9% | +22.1% | -41.0% | -26.3% |
| 3Y | +13.8% | -10.5% | +24.3% | +15.7% |
| 5Y | +0.5% | -2.6% | +3.1% | -3.4% |
| All | +282.6% | +58.0% | +224.6% | +196.4% |
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