+33.6%
USB vs BDX
+21.6%
+12.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | +2.1% | -4.3% | +6.4% | +3.2% |
| 30D | -2.3% | +1.3% | -3.5% | -2.7% |
| 3M | +13.9% | +20.2% | -6.4% | +7.7% |
| 6M | +21.6% | +8.6% | +13.0% | +18.9% |
| YTD | +19.3% | +19.0% | +0.4% | +12.0% |
| 1Y | +33.6% | +21.2% | +12.4% | +24.2% |
| All | +33.6% | +21.6% | +12.0% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling