-9.0%
BDX vs DD
+42.2%
-51.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | -3.6% | -3.8% | +0.2% | -2.7% |
| 30D | +0.7% | -9.2% | +9.9% | +2.9% |
| 3M | +19.0% | -9.0% | +27.9% | +21.3% |
| 6M | +10.8% | -5.0% | +15.7% | +10.9% |
| YTD | +20.1% | +7.4% | +12.8% | +16.6% |
| 1Y | +23.1% | +35.1% | -12.1% | +12.4% |
| All | -9.0% | +42.2% | -51.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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