+89.2%
USB vs BDX
+84.6%
+4.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | +0.8% | +8.4% | -7.6% | -2.3% |
| 30D | +6.8% | +17.1% | -10.4% | +0.6% |
| 3M | -3.8% | +22.4% | -26.2% | -11.0% |
| 6M | +11.7% | +45.9% | -34.2% | -3.6% |
| YTD | +17.5% | +43.8% | -26.3% | +1.5% |
| 1Y | +33.8% | +57.8% | -24.0% | +11.4% |
| 3Y | +104.2% | +25.4% | +78.8% | +82.5% |
| 5Y | +26.4% | +26.0% | +0.4% | +11.5% |
| 10Y | +89.2% | +88.0% | +1.2% | +54.0% |
| All | +89.2% | +84.6% | +4.6% | +54.0% |
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 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