+48.3%
XLE vs BDX
+27.3%
+21.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +2.3% |
| 30D | +11.8% | +8.3% | +3.5% | +11.6% |
| 3M | +9.8% | +24.4% | -14.6% | +9.3% |
| 6M | +15.6% | +9.2% | +6.4% | +18.5% |
| YTD | +45.3% | +22.7% | +22.5% | +44.6% |
| 1Y | +48.3% | +25.9% | +22.4% | +46.9% |
| All | +48.3% | +27.3% | +21.0% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling