+13,845.6%
SPGI vs BDX
+5,351.6%
+8,494.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.1% |
| 7D | +0.1% | -2.5% | +2.7% | +0.9% |
| 30D | +8.4% | +8.3% | +0.2% | +5.7% |
| 3M | +11.8% | +24.4% | -12.6% | +4.3% |
| 6M | +5.7% | +9.2% | -3.5% | +2.5% |
| YTD | -9.7% | +22.7% | -32.4% | -16.0% |
| 1Y | -12.5% | +25.9% | -38.3% | -19.4% |
| 3Y | +21.8% | -10.5% | +32.3% | +22.6% |
| 5Y | +8.2% | +1.9% | +6.3% | +3.8% |
| 10Y | +309.5% | +58.7% | +250.8% | +240.9% |
| All | +13,845.6% | +5,351.6% | +8,494.0% | +5,537.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling