+821.1%
XLB vs BDX
+987.0%
-165.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +0.5% | +2.9% | -2.4% | -0.4% |
| 30D | +5.2% | +15.4% | -10.3% | +0.2% |
| 3M | +0.3% | +20.5% | -20.2% | -5.9% |
| 6M | +1.2% | +53.2% | -52.0% | -12.6% |
| YTD | +16.6% | +45.7% | -29.0% | +2.1% |
| 1Y | +21.4% | +47.3% | -25.8% | +5.8% |
| 3Y | +43.2% | +25.1% | +18.2% | +29.7% |
| 5Y | +28.0% | +27.4% | +0.6% | +14.3% |
| 10Y | +164.8% | +95.4% | +69.4% | +101.7% |
| All | +821.1% | +987.0% | -165.9% | +360.4% |
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