+91.5%
USB vs BDX
+10.6%
+80.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | 0.0% | +7.1% | -7.1% | -2.0% |
| 30D | +5.8% | +17.6% | -11.8% | +1.1% |
| 3M | -6.0% | +20.4% | -26.3% | -10.9% |
| 6M | +7.8% | +48.3% | -40.5% | -4.2% |
| YTD | +14.6% | +41.6% | -27.0% | +2.9% |
| 1Y | +31.8% | +55.7% | -24.0% | +15.1% |
| 3Y | +91.5% | +10.6% | +80.9% | +81.7% |
| All | +91.5% | +10.6% | +80.9% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling