+30.9%
XLB vs BDX
-10.7%
+41.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.5% | -5.4% | +1.9% | -2.1% |
| 30D | -4.7% | -2.2% | -2.5% | -4.1% |
| 3M | +2.7% | +20.1% | -17.4% | -2.3% |
| 6M | +2.6% | +9.1% | -6.5% | +0.2% |
| YTD | +12.8% | +17.9% | -5.0% | +7.6% |
| 1Y | +14.0% | +22.1% | -8.1% | +7.5% |
| All | +30.9% | -10.7% | +41.6% | +31.9% |
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 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