+343.3%
SPGI vs BDX
+95.1%
+248.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +1.2% | +2.9% | -1.7% | +0.1% |
| 30D | +15.9% | +15.4% | +0.5% | +9.7% |
| 3M | +12.3% | +20.5% | -8.2% | +4.4% |
| 6M | +23.7% | +53.2% | -29.5% | +4.5% |
| YTD | -3.5% | +45.7% | -49.2% | -17.8% |
| 1Y | +0.4% | +47.3% | -46.8% | -14.9% |
| 3Y | +29.9% | +25.1% | +4.8% | +15.1% |
| 5Y | +15.2% | +27.4% | -12.3% | -0.7% |
| All | +343.3% | +95.1% | +248.2% | +227.2% |
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