+1,972.8%
STX vs BDX
+95.1%
+1,877.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | +14.6% | +2.9% | +11.7% | +13.9% |
| 30D | -26.0% | +15.4% | -41.4% | -28.6% |
| 3M | -42.6% | +20.5% | -63.1% | -45.4% |
| 6M | -35.3% | +53.2% | -88.5% | -43.2% |
| YTD | +92.5% | +45.7% | +46.8% | +70.3% |
| 1Y | +102.4% | +47.3% | +55.1% | +78.3% |
| 3Y | +673.8% | +25.1% | +648.8% | +608.1% |
| 5Y | +463.1% | +27.4% | +435.6% | +402.3% |
| All | +1,972.8% | +95.1% | +1,877.7% | +1,357.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling