+265.2%
SU vs BDX
+59.3%
+205.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +8.4% | -2.5% | +11.0% | +9.0% |
| 3M | +12.1% | +21.4% | -9.3% | +7.1% |
| 6M | +19.7% | +10.4% | +9.3% | +16.5% |
| YTD | +58.4% | +18.8% | +39.6% | +51.2% |
| 1Y | +67.2% | +21.7% | +45.5% | +58.4% |
| 3Y | +125.0% | -10.0% | +135.0% | +127.5% |
| 5Y | +355.1% | -1.8% | +356.9% | +342.2% |
| All | +265.2% | +59.3% | +205.9% | +226.9% |
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