+52.3%
BDX vs DOC
+21.8%
+30.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.4% | +4.9% |
| 7D | +7.2% | +8.7% | -1.5% | +5.5% |
| 30D | +15.8% | +7.6% | +8.1% | +14.2% |
| 3M | +23.7% | -5.3% | +29.0% | +24.5% |
| 6M | +44.8% | +27.6% | +17.2% | +40.5% |
| YTD | +39.8% | +32.4% | +7.4% | +34.2% |
| 1Y | +52.3% | +22.9% | +29.5% | +47.7% |
| All | +52.3% | +21.8% | +30.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling