+11.5%
BDX vs DOC
+43.2%
-31.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +7.7% | +6.2% | +1.4% | +5.9% |
| 30D | +18.4% | +6.5% | +12.0% | +16.4% |
| 3M | +25.9% | -6.2% | +32.1% | +27.8% |
| 6M | +50.0% | +25.6% | +24.5% | +40.6% |
| YTD | +42.7% | +32.1% | +10.6% | +31.2% |
| 1Y | +57.8% | +20.3% | +37.6% | +49.3% |
| All | +11.5% | +43.2% | -31.7% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling