+23.2%
BDX vs DOC
-21.4%
+44.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +7.1% | +6.5% | +0.6% | +5.1% |
| 30D | +17.6% | +9.2% | +8.4% | +14.6% |
| 3M | +20.4% | -2.5% | +22.9% | +21.1% |
| 6M | +48.3% | +7.1% | +41.2% | +45.0% |
| YTD | +41.6% | +33.0% | +8.6% | +28.7% |
| 1Y | +55.7% | +23.3% | +32.5% | +45.0% |
| 3Y | +10.6% | +44.9% | -34.3% | -3.5% |
| All | +23.2% | -21.4% | +44.7% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling