-2.6%
BDX vs DD
+57.4%
-60.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.4% | -2.9% | -2.5% | -4.8% |
| 30D | -2.2% | -11.5% | +9.3% | +0.5% |
| 3M | +20.1% | -5.4% | +25.5% | +21.3% |
| 6M | +9.1% | -6.9% | +16.0% | +9.9% |
| YTD | +17.9% | +6.9% | +11.0% | +14.9% |
| 1Y | +22.1% | +35.6% | -13.6% | +12.0% |
| 3Y | -10.5% | +42.5% | -53.1% | -20.6% |
| 5Y | -2.6% | +58.5% | -61.1% | -18.6% |
| All | -2.6% | +57.4% | -60.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling