+33.6%
XLY vs BDX
-10.0%
+43.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | -4.2% | -2.5% | -1.6% | -3.6% |
| 3M | -2.7% | +21.4% | -24.1% | -7.0% |
| 6M | -0.6% | +10.4% | -11.0% | -3.0% |
| YTD | -5.0% | +18.8% | -23.9% | -9.0% |
| 1Y | -4.1% | +21.7% | -25.8% | -8.7% |
| 3Y | +33.6% | -10.0% | +43.5% | +34.4% |
| All | +33.6% | -10.0% | +43.6% | +34.4% |
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