+123.8%
STX vs BDX
+54.0%
+69.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.6% | -13.7% | -4.2% |
| 7D | -20.2% | +7.2% | -27.4% | -15.9% |
| 30D | -37.2% | +15.8% | -53.0% | -30.2% |
| 3M | -34.1% | +23.7% | -57.7% | -23.1% |
| 6M | -24.5% | +44.8% | -69.3% | -2.9% |
| YTD | +102.9% | +39.8% | +63.2% | +164.2% |
| 1Y | +123.8% | +52.3% | +71.5% | +202.5% |
| All | +123.8% | +54.0% | +69.8% | +202.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling