+212.6%
URI vs BDX
+24.6%
+188.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +2.4% | +2.5% | -0.1% | +1.5% |
| 30D | +8.9% | +13.6% | -4.7% | +4.0% |
| 3M | +0.8% | +18.9% | -18.1% | -5.4% |
| 6M | +23.1% | +51.8% | -28.7% | +5.0% |
| YTD | +43.1% | +43.3% | -0.3% | +24.5% |
| 1Y | +35.7% | +48.0% | -12.3% | +16.7% |
| 3Y | +158.2% | +23.7% | +134.5% | +132.4% |
| 5Y | +212.6% | +24.9% | +187.7% | +179.4% |
| All | +212.6% | +24.6% | +188.0% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling