+411.2%
XLF vs BDX
+779.5%
-368.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.4% |
| 7D | -2.9% | -5.4% | +2.5% | -0.9% |
| 30D | -1.6% | -2.2% | +0.6% | -0.9% |
| 3M | +9.3% | +20.1% | -10.8% | +1.6% |
| 6M | +14.6% | +9.1% | +5.5% | +10.2% |
| YTD | +4.7% | +17.9% | -13.1% | -2.5% |
| 1Y | +8.6% | +22.1% | -13.4% | -0.4% |
| 3Y | +73.9% | -10.5% | +84.4% | +75.6% |
| 5Y | +65.0% | -2.6% | +67.6% | +59.7% |
| 10Y | +250.4% | +57.5% | +192.9% | +172.9% |
| All | +411.2% | +779.5% | -368.3% | +132.2% |
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