+22.0%
USB vs BDX
+24.6%
-2.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | 0.0% | +7.1% | -7.1% | -2.4% |
| 30D | +5.8% | +17.6% | -11.8% | 0.0% |
| 3M | -6.0% | +20.4% | -26.3% | -12.0% |
| 6M | +7.8% | +48.3% | -40.5% | -6.8% |
| YTD | +14.6% | +41.6% | -27.0% | +0.4% |
| 1Y | +31.8% | +55.7% | -24.0% | +11.5% |
| 3Y | +91.5% | +10.6% | +80.9% | +82.1% |
| All | +22.0% | +24.6% | -2.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling