-1.9%
BDX vs DKS
+13.6%
-15.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | -2.5% | -33.4% | +30.8% | +0.8% |
| 3M | +21.4% | -39.4% | +60.8% | +26.8% |
| 6M | +10.4% | -30.1% | +40.5% | +13.6% |
| YTD | +18.8% | -31.0% | +49.8% | +22.3% |
| 1Y | +21.7% | -40.2% | +61.9% | +26.7% |
| 3Y | -10.0% | +30.9% | -40.9% | -12.7% |
| All | -1.9% | +13.6% | -15.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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