+1,186.2%
URI vs BDX
+58.0%
+1,128.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.1% |
| 7D | -0.5% | -5.4% | +4.9% | +1.8% |
| 30D | -13.4% | -2.2% | -11.2% | -12.6% |
| 3M | -6.2% | +20.1% | -26.3% | -13.8% |
| 6M | +28.0% | +9.1% | +18.9% | +22.5% |
| YTD | +23.0% | +17.9% | +5.1% | +13.5% |
| 1Y | +5.5% | +22.1% | -16.5% | -4.1% |
| 3Y | +119.2% | -10.5% | +129.7% | +123.4% |
| 5Y | +201.0% | -2.6% | +203.6% | +190.6% |
| All | +1,186.2% | +58.0% | +1,128.2% | +1,012.8% |
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 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