+2,189.9%
BDX vs DVA
+5,081.6%
-2,891.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.8% |
| 7D | -4.3% | +2.2% | -6.5% | -4.6% |
| 30D | +1.3% | -2.0% | +3.3% | +1.5% |
| 3M | +20.2% | -6.3% | +26.5% | +20.9% |
| 6M | +8.6% | +19.4% | -10.8% | +5.3% |
| YTD | +19.0% | +58.5% | -39.5% | +10.6% |
| 1Y | +21.2% | +33.9% | -12.7% | +15.2% |
| 3Y | -9.7% | +88.4% | -98.2% | -18.8% |
| 5Y | -3.4% | +39.5% | -42.9% | -11.3% |
| 10Y | +53.9% | +179.5% | -125.6% | +26.9% |
| All | +2,189.9% | +5,081.6% | -2,891.7% | +1,387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling