+34.1%
XLP vs BDX
+1.9%
+32.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -0.9% | +8.3% | -9.1% | -2.9% |
| 3M | +3.8% | +24.4% | -20.6% | -1.9% |
| 6M | -1.7% | +9.2% | -10.9% | -4.2% |
| YTD | +10.3% | +22.7% | -12.5% | +4.1% |
| 1Y | +7.8% | +25.9% | -18.1% | +0.9% |
| 3Y | +27.2% | -10.5% | +37.7% | +30.6% |
| All | +34.1% | +1.9% | +32.2% | +31.4% |
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 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