+34.0%
XLB vs BDX
-2.2%
+36.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -2.8% | -3.2% | +0.3% | -1.8% |
| 30D | -3.1% | -2.5% | -0.6% | -2.3% |
| 3M | -0.2% | +21.4% | -21.6% | -6.5% |
| 6M | +3.1% | +10.4% | -7.3% | -0.5% |
| YTD | +13.3% | +18.8% | -5.6% | +6.4% |
| 1Y | +12.0% | +21.7% | -9.6% | +4.2% |
| 3Y | +31.4% | -10.0% | +41.4% | +34.4% |
| All | +34.0% | -2.2% | +36.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling