+135.9%
XLU vs BDX
+59.3%
+76.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | -3.3% | -2.5% | -0.8% | -2.6% |
| 3M | -3.2% | +21.4% | -24.6% | -9.3% |
| 6M | -7.0% | +10.4% | -17.4% | -10.4% |
| YTD | +0.6% | +18.8% | -18.2% | -5.7% |
| 1Y | +2.4% | +21.7% | -19.2% | -5.0% |
| 3Y | +46.3% | -10.0% | +56.2% | +48.3% |
| 5Y | +44.0% | -1.8% | +45.8% | +39.9% |
| All | +135.9% | +59.3% | +76.6% | +96.7% |
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