+3,393.2%
BDX vs DAR
+1,762.6%
+1,630.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.5% |
| 7D | -2.5% | +1.4% | -3.9% | -2.6% |
| 30D | +8.3% | +12.8% | -4.5% | +7.7% |
| 3M | +24.4% | +7.4% | +17.0% | +24.0% |
| 6M | +9.2% | +22.3% | -13.1% | +8.2% |
| YTD | +22.7% | +81.1% | -58.4% | +19.9% |
| 1Y | +25.9% | +106.5% | -80.6% | +22.3% |
| 3Y | -10.5% | +5.3% | -15.8% | -11.4% |
| 5Y | +1.9% | -11.5% | +13.5% | +1.0% |
| 10Y | +58.7% | +353.3% | -294.6% | +48.0% |
| All | +3,393.2% | +1,762.6% | +1,630.6% | +3,237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling