-4.0%
SPOT vs BDX
+11.1%
-15.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | -6.5% | -3.6% | -2.9% | -5.2% |
| 30D | +2.2% | +0.7% | +1.5% | +2.1% |
| 3M | +5.4% | +19.0% | -13.6% | -1.0% |
| 6M | -4.0% | +10.8% | -14.8% | -3.8% |
| All | -4.0% | +11.1% | -15.1% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling