+52.3%
BDX vs DRI
+34.0%
+18.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.4% | +4.1% |
| 7D | +7.2% | +6.5% | +0.7% | +5.3% |
| 30D | +15.8% | +16.4% | -0.6% | +11.1% |
| 3M | +23.7% | +13.6% | +10.0% | +19.3% |
| 6M | +44.8% | +22.0% | +22.8% | +37.3% |
| YTD | +39.8% | +29.3% | +10.5% | +28.8% |
| 1Y | +52.3% | +32.0% | +20.3% | +39.2% |
| All | +52.3% | +34.0% | +18.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling