+25.0%
BDX vs DOC
-22.1%
+47.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +7.7% | +6.2% | +1.4% | +5.8% |
| 30D | +18.4% | +6.5% | +12.0% | +16.2% |
| 3M | +25.9% | -6.2% | +32.1% | +28.0% |
| 6M | +50.0% | +25.6% | +24.5% | +39.4% |
| YTD | +42.7% | +32.1% | +10.6% | +30.0% |
| 1Y | +57.8% | +20.3% | +37.6% | +48.1% |
| 3Y | +11.6% | +42.7% | -31.2% | -2.2% |
| 5Y | +25.0% | -22.2% | +47.1% | +32.0% |
| All | +25.0% | -22.1% | +47.0% | +32.0% |
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