+23.3%
BDX vs DAR
-36.3%
+59.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +7.3% | -3.8% | +11.1% | +7.6% |
| 30D | +15.7% | -14.4% | +30.1% | +17.1% |
| 3M | +19.1% | -17.9% | +37.0% | +20.7% |
| 6M | +44.1% | -18.3% | +62.4% | +46.0% |
| YTD | +42.1% | +43.2% | -1.2% | +35.6% |
| 1Y | +52.6% | +57.7% | -5.1% | +44.1% |
| 3Y | +22.6% | +22.7% | -0.2% | +16.5% |
| 5Y | +23.3% | -34.0% | +57.4% | +23.0% |
| All | +23.3% | -36.3% | +59.7% | +23.0% |
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