+21.1%
STM vs BDX
-1.9%
+23.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | +1.7% | -3.6% | +5.2% | +2.7% |
| 30D | -5.2% | +0.7% | -5.8% | -5.5% |
| 3M | -29.6% | +19.0% | -48.6% | -34.2% |
| 6M | +54.4% | +10.8% | +43.6% | +48.3% |
| YTD | +99.5% | +20.1% | +79.4% | +84.9% |
| 1Y | +100.8% | +23.1% | +77.7% | +84.0% |
| 3Y | +20.2% | -8.8% | +29.0% | +22.1% |
| 5Y | +21.1% | -1.4% | +22.6% | +21.4% |
| All | +21.1% | -1.9% | +23.1% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling