+15.6%
STM vs BDX
+23.0%
-7.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | -8.4% | +13.6% | -21.9% | -10.7% |
| 3M | -15.8% | +18.9% | -34.8% | -18.9% |
| 6M | -22.8% | +51.8% | -74.6% | -31.7% |
| YTD | +79.4% | +43.3% | +36.0% | +62.3% |
| 1Y | +97.0% | +48.0% | +49.0% | +75.8% |
| All | +15.6% | +23.0% | -7.4% | +12.0% |
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 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