+81.8%
XLI vs BDX
-2.2%
+84.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -0.8% |
| 30D | -7.3% | -2.5% | -4.7% | -6.7% |
| 3M | -1.3% | +21.4% | -22.8% | -6.8% |
| 6M | +2.2% | +10.4% | -8.2% | -0.8% |
| YTD | +11.7% | +18.8% | -7.1% | +5.8% |
| 1Y | +14.3% | +21.7% | -7.4% | +7.4% |
| 3Y | +70.3% | -10.0% | +80.3% | +74.0% |
| All | +81.8% | -2.2% | +84.1% | +80.9% |
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 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