+81.3%
USB vs BDX
+95.1%
-13.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.6% | +2.9% | -0.3% | +1.5% |
| 30D | +8.4% | +15.4% | -7.0% | +2.7% |
| 3M | -5.5% | +20.5% | -26.1% | -12.1% |
| 6M | +17.7% | +53.2% | -35.5% | -0.4% |
| YTD | +17.6% | +45.7% | -28.1% | +0.9% |
| 1Y | +33.9% | +47.3% | -13.4% | +14.4% |
| 3Y | +103.8% | +25.1% | +78.8% | +82.2% |
| 5Y | +25.6% | +27.4% | -1.8% | +10.2% |
| All | +81.3% | +95.1% | -13.8% | +45.1% |
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