+47.7%
XLE vs BDX
+48.3%
-0.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +5.4% | +2.9% | +2.5% | +5.5% |
| 30D | -3.9% | +15.4% | -19.4% | -3.6% |
| 3M | +7.0% | +20.5% | -13.5% | +7.3% |
| 6M | +14.2% | +53.2% | -39.0% | +14.4% |
| YTD | +48.2% | +45.7% | +2.5% | +47.8% |
| 1Y | +47.7% | +47.3% | +0.4% | +47.2% |
| All | +47.7% | +48.3% | -0.6% | +47.2% |
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