+22.4%
BDX vs DOC
-21.9%
+44.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.4% | +4.6% |
| 7D | +7.2% | +8.7% | -1.5% | +4.6% |
| 30D | +15.8% | +7.6% | +8.1% | +13.3% |
| 3M | +23.7% | -5.3% | +29.0% | +25.4% |
| 6M | +44.8% | +27.6% | +17.2% | +33.9% |
| YTD | +39.8% | +32.4% | +7.4% | +27.2% |
| 1Y | +52.3% | +22.9% | +29.5% | +41.9% |
| 3Y | +9.3% | +43.1% | -33.8% | -4.2% |
| All | +22.4% | -21.9% | +44.3% | +29.2% |
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