+811.7%
XLB vs BDX
+787.7%
+24.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.1% |
| 7D | -0.2% | -4.3% | +4.0% | +1.2% |
| 30D | -1.7% | +1.3% | -3.0% | -2.2% |
| 3M | +4.4% | +20.2% | -15.9% | -2.1% |
| 6M | +5.0% | +8.6% | -3.6% | +1.6% |
| YTD | +15.5% | +19.0% | -3.5% | +8.2% |
| 1Y | +14.9% | +21.2% | -6.3% | +6.9% |
| 3Y | +34.5% | -9.7% | +44.2% | +35.7% |
| 5Y | +36.5% | -3.4% | +39.9% | +33.7% |
| 10Y | +159.6% | +53.9% | +105.7% | +114.0% |
| All | +811.7% | +787.7% | +24.1% | +388.0% |
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 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