+143.7%
XLC vs BDX
+15.2%
+128.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | +2.1% | -2.5% | +4.7% | +2.8% |
| 3M | +0.7% | +21.4% | -20.7% | -5.1% |
| 6M | -3.2% | +10.4% | -13.6% | -6.4% |
| YTD | -3.8% | +18.8% | -22.6% | -9.3% |
| 1Y | -2.0% | +21.7% | -23.7% | -8.4% |
| 3Y | +71.4% | -10.0% | +81.3% | +73.8% |
| 5Y | +40.7% | -1.8% | +42.5% | +36.7% |
| All | +143.7% | +15.2% | +128.5% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling