+147.8%
XEL vs BDX
+59.3%
+88.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | -3.9% | -2.5% | -1.4% | -3.3% |
| 3M | -2.8% | +21.4% | -24.2% | -8.9% |
| 6M | -5.4% | +10.4% | -15.8% | -8.8% |
| YTD | +3.8% | +18.8% | -15.1% | -2.6% |
| 1Y | +6.8% | +21.7% | -14.9% | -0.8% |
| 3Y | +45.6% | -10.0% | +55.5% | +47.8% |
| 5Y | +30.7% | -1.8% | +32.5% | +27.3% |
| All | +147.8% | +59.3% | +88.5% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling