+56.7%
BDX vs DVA
+187.8%
-131.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.2% | -1.3% | -1.8% | -2.9% |
| 30D | -2.5% | 0.0% | -2.6% | -2.6% |
| 3M | +21.4% | -10.9% | +32.3% | +23.4% |
| 6M | +10.4% | +17.3% | -6.9% | +5.8% |
| YTD | +18.8% | +59.8% | -41.0% | +6.4% |
| 1Y | +21.7% | +36.3% | -14.6% | +12.4% |
| 3Y | -10.0% | +88.6% | -98.6% | -23.4% |
| 5Y | -1.8% | +47.5% | -49.4% | -14.2% |
| All | +56.7% | +187.8% | -131.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling