-1.9%
BDX vs DOV
+14.8%
-16.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | -2.5% | -8.9% | +6.4% | +0.1% |
| 3M | +21.4% | -13.3% | +34.7% | +26.2% |
| 6M | +10.4% | -9.7% | +20.1% | +13.0% |
| YTD | +18.8% | -2.5% | +21.3% | +18.7% |
| 1Y | +21.7% | +7.2% | +14.4% | +17.9% |
| 3Y | -10.0% | +39.4% | -49.4% | -20.1% |
| All | -1.9% | +14.8% | -16.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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