+1,024.7%
XLE vs BDX
+815.6%
+209.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.4% |
| 7D | +2.2% | -2.5% | +4.7% | +3.0% |
| 30D | +11.8% | +8.3% | +3.5% | +9.0% |
| 3M | +9.8% | +24.4% | -14.6% | +2.2% |
| 6M | +15.6% | +9.2% | +6.4% | +11.6% |
| YTD | +45.3% | +22.7% | +22.5% | +34.9% |
| 1Y | +48.3% | +25.9% | +22.4% | +36.4% |
| 3Y | +55.4% | -10.5% | +65.9% | +56.6% |
| 5Y | +216.1% | +1.9% | +214.2% | +201.3% |
| 10Y | +178.4% | +58.7% | +119.7% | +125.6% |
| All | +1,024.7% | +815.6% | +209.1% | +506.2% |
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 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