+3,099.3%
BDX vs DRI
+8,063.5%
-4,964.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +15.4% | +9.7% | +5.7% | +14.0% |
| 3M | +20.5% | +3.2% | +17.3% | +20.0% |
| 6M | +53.2% | +20.6% | +32.6% | +49.3% |
| YTD | +45.7% | +28.3% | +17.4% | +40.7% |
| 1Y | +47.3% | +34.5% | +12.7% | +41.3% |
| 3Y | +25.1% | +66.5% | -41.5% | +16.1% |
| 5Y | +27.4% | +79.6% | -52.2% | +16.3% |
| 10Y | +95.4% | +333.8% | -238.4% | +50.4% |
| All | +3,099.3% | +8,063.5% | -4,964.2% | +1,628.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling