-2.4%
BDX vs DRI
+71.2%
-73.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.7% |
| 7D | -4.3% | -1.2% | -3.1% | -4.1% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | +20.2% | +9.5% | +10.7% | +18.3% |
| 6M | +8.6% | +6.5% | +2.2% | +7.3% |
| YTD | +19.0% | +18.4% | +0.6% | +15.2% |
| 1Y | +21.2% | +4.2% | +17.0% | +19.6% |
| 3Y | -9.7% | +57.1% | -66.8% | -16.3% |
| All | -2.4% | +71.2% | -73.6% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling