+56.7%
BDX vs EAT
+374.9%
-318.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.2% | -7.7% | +4.5% | -2.9% |
| 30D | -2.5% | -13.6% | +11.0% | -2.0% |
| 3M | +21.4% | +33.9% | -12.5% | +20.1% |
| 6M | +10.4% | +47.2% | -36.8% | +8.7% |
| YTD | +18.8% | +48.1% | -29.2% | +16.9% |
| 1Y | +21.7% | +33.7% | -12.0% | +20.0% |
| 3Y | -10.0% | +595.8% | -605.7% | -15.6% |
| 5Y | -1.8% | +314.4% | -316.2% | -7.8% |
| All | +56.7% | +374.9% | -318.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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