+74.2%
XLF vs BDX
-10.0%
+84.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | -3.2% | +1.7% | -0.8% |
| 30D | -1.2% | -2.5% | +1.4% | -0.6% |
| 3M | +9.2% | +21.4% | -12.2% | +4.4% |
| 6M | +16.3% | +10.4% | +5.9% | +13.6% |
| YTD | +5.4% | +18.8% | -13.4% | +1.0% |
| 1Y | +7.6% | +21.7% | -14.1% | +2.4% |
| 3Y | +74.2% | -10.0% | +84.2% | +75.9% |
| All | +74.2% | -10.0% | +84.2% | +75.9% |
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 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