+14,631.7%
SPGI vs BDX
+6,303.0%
+8,328.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.6% |
| 7D | -0.8% | +1.0% | -1.8% | -1.1% |
| 30D | +14.3% | +15.1% | -0.9% | +9.4% |
| 3M | +14.5% | +18.2% | -3.7% | +8.6% |
| 6M | +17.3% | +48.1% | -30.8% | +3.6% |
| YTD | -4.6% | +44.1% | -48.7% | -15.6% |
| 1Y | +0.8% | +46.4% | -45.6% | -11.4% |
| 3Y | +28.8% | +24.4% | +4.4% | +17.1% |
| 5Y | +14.0% | +26.1% | -12.1% | +2.4% |
| 10Y | +332.5% | +93.3% | +239.2% | +238.9% |
| All | +14,631.7% | +6,303.0% | +8,328.7% | +5,563.2% |
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