+125.0%
URI vs BDX
-9.6%
+134.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.5% |
| 7D | +2.5% | -4.3% | +6.8% | +3.9% |
| 30D | -12.5% | +1.3% | -13.8% | -12.9% |
| 3M | -6.2% | +20.2% | -26.4% | -11.9% |
| 6M | +25.9% | +8.6% | +17.3% | +22.3% |
| YTD | +26.2% | +19.0% | +7.2% | +18.8% |
| 1Y | +5.5% | +21.2% | -15.7% | -1.3% |
| 3Y | +125.0% | -9.7% | +134.7% | +121.3% |
| All | +125.0% | -9.6% | +134.6% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling