+1,125.4%
STX vs BDX
-1.6%
+1,127.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +9.6% | -3.6% | +13.1% | +9.8% |
| 30D | +10.6% | +0.7% | +9.9% | +10.5% |
| 3M | +4.8% | +19.0% | -14.2% | +2.4% |
| 6M | +137.3% | +10.8% | +126.5% | +135.6% |
| YTD | +222.5% | +20.1% | +202.3% | +212.9% |
| 1Y | +366.2% | +23.1% | +343.2% | +348.7% |
| 3Y | +1,352.9% | -8.8% | +1,361.7% | +1,403.1% |
| All | +1,125.4% | -1.6% | +1,127.0% | +1,113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling