+1,093.3%
XLI vs BDX
+796.4%
+296.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -0.6% | -3.6% | +3.0% | +0.6% |
| 30D | -6.9% | +0.7% | -7.6% | -7.2% |
| 3M | -1.9% | +19.0% | -20.9% | -7.7% |
| 6M | +1.0% | +10.8% | -9.8% | -2.9% |
| YTD | +11.3% | +20.1% | -8.8% | +4.0% |
| 1Y | +15.8% | +23.1% | -7.3% | +7.1% |
| 3Y | +69.8% | -8.8% | +78.6% | +70.3% |
| 5Y | +80.9% | -1.4% | +82.3% | +75.2% |
| 10Y | +257.2% | +60.5% | +196.7% | +188.4% |
| All | +1,093.3% | +796.4% | +296.9% | +513.5% |
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