+558.7%
XLP vs BDX
+973.1%
-414.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +0.1% | +8.4% | -8.3% | -2.0% |
| 30D | +8.9% | +17.1% | -8.2% | +4.5% |
| 3M | +7.5% | +22.4% | -14.9% | +1.9% |
| 6M | +9.4% | +45.9% | -36.5% | -1.1% |
| YTD | +19.3% | +43.8% | -24.6% | +7.9% |
| 1Y | +21.7% | +57.8% | -36.1% | +7.4% |
| 3Y | +44.0% | +25.4% | +18.6% | +32.9% |
| 5Y | +42.8% | +26.0% | +16.8% | +30.7% |
| 10Y | +128.8% | +88.0% | +40.8% | +85.1% |
| All | +558.7% | +973.1% | -414.5% | +240.8% |
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 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