+1,376.8%
STX vs BDX
-9.0%
+1,385.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | +9.6% | -3.6% | +13.1% | +9.3% |
| 30D | +10.6% | +0.7% | +9.9% | +10.7% |
| 3M | +4.8% | +19.0% | -14.2% | +5.4% |
| 6M | +137.3% | +10.8% | +126.5% | +141.9% |
| YTD | +222.5% | +20.1% | +202.3% | +223.1% |
| 1Y | +366.2% | +23.1% | +343.2% | +364.8% |
| All | +1,376.8% | -9.0% | +1,385.8% | +1,423.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling