+47.3%
BDX vs DOC
+21.0%
+26.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | -1.4% | +4.3% | +3.2% |
| 30D | +15.4% | +7.2% | +8.2% | +13.9% |
| 3M | +20.5% | -2.5% | +23.0% | +20.9% |
| 6M | +53.2% | +5.3% | +47.9% | +52.1% |
| YTD | +45.7% | +31.2% | +14.5% | +38.8% |
| 1Y | +47.3% | +21.9% | +25.3% | +43.8% |
| All | +47.3% | +21.0% | +26.2% | +43.8% |
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