+227.7%
XLE vs BDX
-1.9%
+229.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | -3.6% | +3.9% | +0.9% |
| 30D | +8.5% | +0.7% | +7.8% | +8.3% |
| 3M | +14.6% | +19.0% | -4.3% | +10.9% |
| 6M | +17.6% | +10.8% | +6.8% | +15.3% |
| YTD | +48.1% | +20.1% | +27.9% | +42.5% |
| 1Y | +53.8% | +23.1% | +30.7% | +47.1% |
| 3Y | +56.2% | -8.8% | +65.0% | +58.1% |
| 5Y | +227.7% | -1.4% | +229.2% | +225.8% |
| All | +227.7% | -1.9% | +229.7% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling