+1,106.7%
XLY vs BDX
+786.7%
+320.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.7% |
| 30D | -4.2% | -2.5% | -1.6% | -3.4% |
| 3M | -2.7% | +21.4% | -24.1% | -8.8% |
| 6M | -0.6% | +10.4% | -11.0% | -4.2% |
| YTD | -5.0% | +18.8% | -23.9% | -10.7% |
| 1Y | -4.1% | +21.7% | -25.8% | -10.7% |
| 3Y | +33.6% | -10.0% | +43.5% | +34.6% |
| 5Y | +28.7% | -1.8% | +30.5% | +25.0% |
| 10Y | +219.6% | +58.8% | +160.8% | +158.6% |
| All | +1,106.7% | +786.7% | +320.1% | +497.3% |
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