+32.6%
USB vs BDX
+56.8%
-24.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.4% | +7.3% | -5.9% | -0.5% |
| 30D | +6.4% | +15.7% | -9.3% | +2.4% |
| 3M | -4.5% | +19.1% | -23.5% | -8.8% |
| 6M | +11.4% | +44.1% | -32.8% | +0.4% |
| YTD | +17.1% | +42.1% | -25.0% | +4.4% |
| 1Y | +32.6% | +52.6% | -20.0% | +14.4% |
| All | +32.6% | +56.8% | -24.2% | +14.4% |
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