+16,011.1%
STX vs BDX
+1,069.2%
+14,941.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +7.0% |
| 7D | +2.4% | -2.5% | +4.9% | +3.4% |
| 30D | +1.4% | +8.3% | -6.9% | -2.1% |
| 3M | -8.2% | +24.4% | -32.6% | -18.2% |
| 6M | +127.0% | +9.2% | +117.8% | +113.5% |
| YTD | +209.1% | +22.7% | +186.4% | +173.9% |
| 1Y | +365.4% | +25.9% | +339.5% | +305.3% |
| 3Y | +1,135.4% | -10.5% | +1,145.9% | +1,133.3% |
| 5Y | +991.5% | +1.9% | +989.6% | +898.9% |
| 10Y | +3,695.8% | +58.7% | +3,637.1% | +2,445.3% |
| All | +16,011.1% | +1,069.2% | +14,941.9% | +3,996.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling