+55.0%
XOP vs BDX
+59.3%
-4.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.6% | -3.2% | +5.8% | +3.6% |
| 30D | +9.6% | -2.5% | +12.1% | +10.4% |
| 3M | +20.4% | +21.4% | -1.1% | +12.7% |
| 6M | +19.9% | +10.4% | +9.5% | +15.2% |
| YTD | +56.4% | +18.8% | +37.6% | +46.2% |
| 1Y | +52.4% | +21.7% | +30.8% | +41.1% |
| 3Y | +39.9% | -10.0% | +49.8% | +41.9% |
| 5Y | +163.7% | -1.8% | +165.5% | +154.3% |
| All | +55.0% | +59.3% | -4.3% | +36.7% |
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