+6,893.4%
URI vs BDX
+1,367.9%
+5,525.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.3% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | -12.9% | +8.3% | -21.2% | -15.9% |
| 3M | -6.7% | +24.4% | -31.1% | -15.4% |
| 6M | +19.0% | +9.2% | +9.8% | +13.8% |
| YTD | +25.5% | +22.7% | +2.8% | +14.1% |
| 1Y | +5.5% | +25.9% | -20.3% | -5.2% |
| 3Y | +111.3% | -10.5% | +121.8% | +114.4% |
| 5Y | +198.6% | +1.9% | +196.6% | +183.3% |
| 10Y | +1,179.9% | +58.7% | +1,121.2% | +883.8% |
| All | +6,893.4% | +1,367.9% | +5,525.5% | +3,056.0% |
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