+104.2%
USB vs BDX
+22.8%
+81.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | +0.8% | +8.4% | -7.6% | -1.6% |
| 30D | +6.8% | +17.1% | -10.4% | +2.0% |
| 3M | -3.8% | +22.4% | -26.2% | -9.3% |
| 6M | +11.7% | +45.9% | -34.2% | -0.3% |
| YTD | +17.5% | +43.8% | -26.3% | +4.9% |
| 1Y | +33.8% | +57.8% | -24.0% | +16.2% |
| 3Y | +104.2% | +25.4% | +78.8% | +95.8% |
| All | +104.2% | +22.8% | +81.4% | +95.8% |
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