+1,902.7%
XEL vs BDX
+5,237.1%
-3,334.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +0.9% | -3.6% | +4.5% | +1.7% |
| 30D | -0.9% | +0.7% | -1.6% | -1.1% |
| 3M | -1.4% | +19.0% | -20.4% | -5.5% |
| 6M | -5.8% | +10.8% | -16.6% | -8.4% |
| YTD | +4.7% | +20.1% | -15.4% | -0.2% |
| 1Y | +9.1% | +23.1% | -14.0% | +3.3% |
| 3Y | +47.8% | -8.8% | +56.7% | +48.2% |
| 5Y | +29.0% | -1.4% | +30.4% | +26.6% |
| 10Y | +154.0% | +60.5% | +93.5% | +121.8% |
| All | +1,902.7% | +5,237.1% | -3,334.4% | +732.9% |
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