+84.9%
USB vs BDX
+84.3%
+0.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.4% | +7.3% | -5.9% | -1.2% |
| 30D | +6.4% | +15.7% | -9.3% | +0.7% |
| 3M | -4.5% | +19.1% | -23.5% | -10.7% |
| 6M | +11.4% | +44.1% | -32.8% | -3.4% |
| YTD | +17.1% | +42.1% | -25.0% | +1.6% |
| 1Y | +32.6% | +52.6% | -20.0% | +11.9% |
| 3Y | +101.8% | +22.6% | +79.3% | +82.0% |
| 5Y | +25.1% | +23.3% | +1.8% | +11.3% |
| 10Y | +84.9% | +84.8% | 0.0% | +51.2% |
| All | +84.9% | +84.3% | +0.6% | +51.2% |
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