-2.6%
BDX vs DG
-39.4%
+36.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -5.4% | -6.3% | +0.9% | -4.7% |
| 30D | -2.2% | +2.4% | -4.6% | -2.5% |
| 3M | +20.1% | +12.4% | +7.7% | +18.5% |
| 6M | +9.1% | -14.9% | +24.0% | +10.5% |
| YTD | +17.9% | -6.1% | +23.9% | +18.3% |
| 1Y | +22.1% | +17.9% | +4.2% | +19.8% |
| 3Y | -10.5% | +3.1% | -13.7% | -12.7% |
| 5Y | -2.6% | -38.7% | +36.1% | +1.1% |
| All | -2.6% | -39.4% | +36.8% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling