+1.9%
BDX vs DOC
-24.5%
+26.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | +8.3% | -4.8% | +13.0% | +9.7% |
| 3M | +24.4% | +6.9% | +17.5% | +22.0% |
| 6M | +9.2% | +20.7% | -11.6% | +2.8% |
| YTD | +22.7% | +34.1% | -11.4% | +11.5% |
| 1Y | +25.9% | +22.6% | +3.2% | +17.5% |
| 3Y | -10.5% | +20.8% | -31.3% | -16.6% |
| All | +1.9% | -24.5% | +26.5% | +7.5% |
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