+2.2%
SPGI vs BDX
-1.9%
+4.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.5% | -2.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.2% |
| 30D | +2.0% | +0.7% | +1.3% | +1.8% |
| 3M | +4.3% | +19.0% | -14.6% | -0.6% |
| 6M | -0.2% | +10.8% | -11.0% | -3.2% |
| YTD | -14.8% | +20.1% | -34.9% | -19.8% |
| 1Y | -18.5% | +23.1% | -41.6% | -24.0% |
| 3Y | +16.0% | -8.8% | +24.8% | +18.6% |
| 5Y | +2.2% | -1.4% | +3.6% | +3.1% |
| All | +2.2% | -1.9% | +4.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling