+4,439.9%
XOM vs BDX
+5,179.2%
-739.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +4.1% | -3.2% | +7.3% | +4.9% |
| 30D | +4.6% | -2.5% | +7.1% | +5.2% |
| 3M | +14.0% | +21.4% | -7.5% | +8.2% |
| 6M | +11.0% | +10.4% | +0.6% | +7.5% |
| YTD | +40.7% | +18.8% | +21.9% | +33.6% |
| 1Y | +52.3% | +21.7% | +30.6% | +43.6% |
| 3Y | +60.5% | -10.0% | +70.4% | +61.0% |
| 5Y | +266.4% | -1.8% | +268.2% | +256.0% |
| 10Y | +194.4% | +58.8% | +135.7% | +148.9% |
| All | +4,439.9% | +5,179.2% | -739.4% | +1,858.3% |
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