-9.0%
BDX vs DG
+4.6%
-13.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.3% |
| 7D | -3.6% | -4.8% | +1.3% | -3.0% |
| 30D | +0.7% | +1.8% | -1.1% | +0.5% |
| 3M | +19.0% | +14.5% | +4.5% | +17.4% |
| 6M | +10.8% | -13.6% | +24.3% | +11.7% |
| YTD | +20.1% | -4.8% | +25.0% | +20.3% |
| 1Y | +23.1% | +21.6% | +1.5% | +21.1% |
| All | -9.0% | +4.6% | -13.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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