-4.5%
STM vs BDX
+24.6%
-29.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +1.4% | +2.5% | -1.1% | +0.7% |
| 30D | -8.4% | +13.6% | -21.9% | -11.8% |
| 3M | -15.8% | +18.9% | -34.8% | -20.3% |
| 6M | -22.8% | +51.8% | -74.6% | -33.9% |
| YTD | +79.4% | +43.3% | +36.0% | +57.0% |
| 1Y | +97.0% | +48.0% | +49.0% | +70.0% |
| 3Y | +14.2% | +23.7% | -9.5% | +4.2% |
| 5Y | -4.5% | +24.9% | -29.3% | -13.3% |
| All | -4.5% | +24.6% | -29.0% | -13.3% |
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