+142.5%
XLC vs BDX
+19.0%
+123.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.1% |
| 30D | +1.0% | +8.3% | -7.2% | -1.4% |
| 3M | -0.7% | +24.4% | -25.1% | -7.1% |
| 6M | -5.1% | +9.2% | -14.3% | -7.9% |
| YTD | -4.3% | +22.7% | -27.0% | -10.6% |
| 1Y | -0.6% | +25.9% | -26.4% | -8.0% |
| 3Y | +72.7% | -10.5% | +83.2% | +76.0% |
| 5Y | +38.0% | +1.9% | +36.1% | +32.6% |
| All | +142.5% | +19.0% | +123.5% | +100.9% |
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 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