-2.6%
BDX vs DAR
-6.7%
+4.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -5.4% | +0.9% | -6.4% | -5.5% |
| 30D | -2.2% | +6.4% | -8.6% | -2.8% |
| 3M | +20.1% | +13.2% | +6.8% | +18.5% |
| 6M | +9.1% | +26.2% | -17.1% | +6.3% |
| YTD | +17.9% | +84.4% | -66.5% | +10.5% |
| 1Y | +22.1% | +112.0% | -90.0% | +12.6% |
| 3Y | -10.5% | +13.4% | -23.9% | -13.4% |
| 5Y | -2.6% | -6.0% | +3.4% | -6.4% |
| All | -2.6% | -6.7% | +4.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling