+3,076.5%
SPY vs BDX
+3,904.5%
-828.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.4% |
| 7D | +0.5% | -4.3% | +4.8% | +1.9% |
| 30D | -0.9% | +1.3% | -2.2% | -1.4% |
| 3M | +3.9% | +20.2% | -16.4% | -2.3% |
| 6M | +14.5% | +8.6% | +5.9% | +10.9% |
| YTD | +12.9% | +19.0% | -6.0% | +6.0% |
| 1Y | +19.4% | +21.2% | -1.8% | +11.2% |
| 3Y | +78.5% | -9.7% | +88.2% | +79.1% |
| 5Y | +81.8% | -3.4% | +85.2% | +77.1% |
| 10Y | +311.5% | +53.9% | +257.7% | +239.8% |
| All | +3,076.5% | +3,904.5% | -828.0% | +1,053.4% |
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