+43.2%
XLB vs BDX
+25.0%
+18.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | +0.5% | +2.9% | -2.4% | -0.2% |
| 30D | +5.2% | +15.4% | -10.3% | +1.1% |
| 3M | +0.3% | +20.5% | -20.2% | -4.7% |
| 6M | +1.2% | +53.2% | -52.0% | -10.1% |
| YTD | +16.6% | +45.7% | -29.0% | +4.9% |
| 1Y | +21.4% | +47.3% | -25.8% | +8.8% |
| 3Y | +43.2% | +25.1% | +18.2% | +32.0% |
| All | +43.2% | +25.0% | +18.2% | +32.0% |
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