+16.4%
SPGI vs BDX
-9.5%
+25.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.6% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +4.3% | +18.3% | -13.9% | +1.3% |
| 6M | -0.2% | +10.1% | -10.4% | -2.2% |
| YTD | -14.8% | +19.4% | -34.2% | -18.1% |
| 1Y | -18.5% | +22.3% | -40.9% | -22.1% |
| All | +16.4% | -9.5% | +25.9% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling