+41.0%
XRT vs BDX
-9.0%
+50.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.4% | -3.6% | +1.1% | -1.4% |
| 30D | -6.9% | +0.7% | -7.6% | -7.2% |
| 3M | -0.4% | +19.0% | -19.4% | -5.6% |
| 6M | +2.2% | +10.8% | -8.5% | -1.1% |
| YTD | -0.7% | +20.1% | -20.8% | -6.4% |
| 1Y | -2.0% | +23.1% | -25.1% | -8.4% |
| All | +41.0% | -9.0% | +50.0% | +41.3% |
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 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