+75.4%
SPY vs BDX
-10.7%
+86.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | -2.0% | -5.4% | +3.4% | -1.1% |
| 30D | -1.7% | -2.2% | +0.5% | -1.3% |
| 3M | +4.7% | +20.1% | -15.3% | +1.4% |
| 6M | +12.5% | +9.1% | +3.5% | +10.8% |
| YTD | +11.7% | +17.9% | -6.2% | +8.2% |
| 1Y | +17.5% | +22.1% | -4.6% | +12.9% |
| All | +75.4% | -10.7% | +86.1% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling