+813.5%
SPYM vs BDX
+465.9%
+347.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.0% | -5.4% | +3.4% | 0.0% |
| 30D | -1.6% | -2.2% | +0.5% | -0.9% |
| 3M | +4.7% | +20.1% | -15.3% | -2.7% |
| 6M | +12.6% | +9.1% | +3.5% | +8.1% |
| YTD | +11.8% | +17.9% | -6.1% | +3.9% |
| 1Y | +17.5% | +22.1% | -4.5% | +7.5% |
| 3Y | +77.0% | -10.5% | +87.5% | +78.7% |
| 5Y | +82.6% | -2.6% | +85.2% | +75.8% |
| 10Y | +320.3% | +57.5% | +262.8% | +217.6% |
| All | +813.5% | +465.9% | +347.5% | +335.8% |
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 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