+148.7%
XLK vs BDX
-2.2%
+151.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | -0.6% | -2.5% | +1.9% | -0.2% |
| 3M | +2.6% | +21.4% | -18.9% | -1.8% |
| 6M | +34.0% | +10.4% | +23.6% | +31.1% |
| YTD | +30.7% | +18.8% | +11.8% | +25.2% |
| 1Y | +39.2% | +21.7% | +17.5% | +32.3% |
| 3Y | +120.4% | -10.0% | +130.4% | +126.5% |
| All | +148.7% | -2.2% | +151.0% | +150.8% |
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