+2,285.7%
STM vs BDX
+3,105.8%
-820.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +5.8% | -2.5% | +8.3% | +6.9% |
| 30D | -1.0% | +8.3% | -9.3% | -4.3% |
| 3M | -33.3% | +24.4% | -57.7% | -39.7% |
| 6M | +57.4% | +9.2% | +48.2% | +49.3% |
| YTD | +102.2% | +22.7% | +79.5% | +82.5% |
| 1Y | +99.6% | +25.9% | +73.7% | +78.1% |
| 3Y | +14.5% | -10.5% | +25.0% | +15.7% |
| 5Y | +21.4% | +1.9% | +19.5% | +14.9% |
| 10Y | +695.0% | +58.7% | +636.3% | +524.9% |
| All | +2,285.7% | +3,105.8% | -820.1% | +567.4% |
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 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