+314.7%
SPY vs BDX
+59.3%
+255.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | -1.1% | -2.5% | +1.5% | -0.3% |
| 3M | +3.9% | +21.4% | -17.5% | -3.0% |
| 6M | +13.6% | +10.4% | +3.2% | +9.3% |
| YTD | +12.7% | +18.8% | -6.2% | +5.3% |
| 1Y | +17.5% | +21.7% | -4.2% | +8.7% |
| 3Y | +76.9% | -10.0% | +86.9% | +79.2% |
| 5Y | +83.6% | -1.8% | +85.4% | +77.5% |
| All | +314.7% | +59.3% | +255.4% | +243.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling