+1,213.1%
URI vs BDX
+87.0%
+1,126.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.6% | +2.5% | 0.0% | +1.5% |
| 30D | +9.1% | +13.6% | -4.5% | +3.2% |
| 3M | +1.0% | +18.9% | -18.0% | -6.5% |
| 6M | +23.3% | +51.8% | -28.5% | +2.2% |
| YTD | +43.3% | +43.3% | 0.0% | +21.3% |
| 1Y | +35.9% | +48.0% | -12.0% | +13.5% |
| 3Y | +158.6% | +23.7% | +135.0% | +128.4% |
| 5Y | +213.1% | +24.9% | +188.2% | +170.4% |
| 10Y | +1,213.1% | +92.2% | +1,120.8% | +978.5% |
| All | +1,213.1% | +87.0% | +1,126.0% | +978.5% |
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