+2,580.5%
UL vs BDX
+5,205.8%
-2,625.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | -3.2% | -4.1% | +0.9% | -2.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | +9.4% | +18.3% | -8.8% | +5.3% |
| 6M | -4.1% | +10.1% | -14.3% | -6.4% |
| YTD | -2.0% | +19.4% | -21.4% | -6.2% |
| 1Y | -9.0% | +22.3% | -31.3% | -13.4% |
| 3Y | +21.8% | -9.4% | +31.2% | +22.3% |
| 5Y | +20.6% | -2.0% | +22.6% | +18.1% |
| 10Y | +67.7% | +59.6% | +8.2% | +44.5% |
| All | +2,580.5% | +5,205.8% | -2,625.3% | +1,090.8% |
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