+3,476.8%
STX vs BDX
+58.0%
+3,418.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.2% |
| 7D | +8.0% | -5.4% | +13.4% | +9.4% |
| 30D | +5.1% | -2.2% | +7.3% | +5.5% |
| 3M | +5.8% | +20.1% | -14.3% | -0.9% |
| 6M | +124.9% | +9.1% | +115.9% | +116.8% |
| YTD | +213.9% | +17.9% | +196.0% | +193.3% |
| 1Y | +350.4% | +22.1% | +328.3% | +314.2% |
| 3Y | +1,314.2% | -10.5% | +1,324.7% | +1,333.1% |
| 5Y | +1,092.8% | -2.6% | +1,095.4% | +1,050.1% |
| All | +3,476.8% | +58.0% | +3,418.8% | +2,683.1% |
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