+58.3%
XLE vs BDX
-9.0%
+67.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | -3.6% | +3.9% | +0.8% |
| 30D | +8.5% | +0.7% | +7.8% | +8.4% |
| 3M | +14.6% | +19.0% | -4.3% | +11.4% |
| 6M | +17.6% | +10.8% | +6.8% | +15.9% |
| YTD | +48.1% | +20.1% | +27.9% | +43.3% |
| 1Y | +53.8% | +23.1% | +30.7% | +48.0% |
| All | +58.3% | -9.0% | +67.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling