+41.9%
XLP vs BDX
+10.6%
+31.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +0.7% | +7.1% | -6.3% | -0.7% |
| 30D | +10.3% | +17.6% | -7.3% | +6.7% |
| 3M | +6.5% | +20.4% | -13.8% | +2.6% |
| 6M | +8.4% | +48.3% | -39.9% | +0.3% |
| YTD | +18.2% | +41.6% | -23.4% | +10.0% |
| 1Y | +22.4% | +55.7% | -33.3% | +12.0% |
| 3Y | +41.9% | +10.6% | +31.3% | +35.4% |
| All | +41.9% | +10.6% | +31.2% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling