+8,026.5%
USB vs BDX
+6,238.9%
+1,787.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.7% |
| 7D | -1.5% | +7.7% | -9.1% | -3.7% |
| 30D | +4.3% | +18.4% | -14.1% | -1.0% |
| 3M | -6.1% | +25.9% | -31.9% | -12.6% |
| 6M | +9.4% | +50.0% | -40.6% | -3.9% |
| YTD | +15.2% | +42.7% | -27.5% | +2.5% |
| 1Y | +32.8% | +57.8% | -25.1% | +14.5% |
| 3Y | +91.3% | +11.6% | +79.7% | +80.8% |
| 5Y | +22.7% | +25.0% | -2.3% | +11.4% |
| 10Y | +97.0% | +86.3% | +10.8% | +56.2% |
| All | +8,026.5% | +6,238.9% | +1,787.6% | +2,768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling