+21.1%
STM vs BDX
-9.6%
+30.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.2% |
| 7D | +5.2% | -4.3% | +9.5% | +6.3% |
| 30D | -7.4% | +1.3% | -8.6% | -7.8% |
| 3M | -30.6% | +20.2% | -50.9% | -34.7% |
| 6M | +66.4% | +8.6% | +57.8% | +62.9% |
| YTD | +101.1% | +19.0% | +82.2% | +89.3% |
| 1Y | +97.4% | +21.2% | +76.2% | +84.3% |
| 3Y | +21.1% | -9.7% | +30.8% | +22.6% |
| All | +21.1% | -9.6% | +30.8% | +22.6% |
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