+102.9%
XLP vs BDX
+53.5%
+49.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.2% |
| 7D | -1.4% | -4.3% | +2.8% | -0.2% |
| 30D | -1.3% | +1.3% | -2.6% | -1.7% |
| 3M | +1.8% | +20.2% | -18.4% | -3.6% |
| 6M | -0.8% | +8.6% | -9.4% | -3.5% |
| YTD | +9.5% | +19.0% | -9.4% | +3.6% |
| 1Y | +7.2% | +21.2% | -14.0% | +0.7% |
| 3Y | +27.1% | -9.7% | +36.8% | +28.5% |
| 5Y | +32.0% | -3.4% | +35.4% | +29.3% |
| 10Y | +102.9% | +53.9% | +49.0% | +74.7% |
| All | +102.9% | +53.5% | +49.4% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling