+5,143.0%
BDX vs EAT
+11,250.4%
-6,107.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.8% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | +1.3% | -1.2% | +2.5% | +1.3% |
| 3M | +20.2% | +52.2% | -32.0% | +15.8% |
| 6M | +8.6% | +65.0% | -56.4% | +3.5% |
| YTD | +19.0% | +55.0% | -36.1% | +13.7% |
| 1Y | +21.2% | +42.1% | -20.9% | +16.4% |
| 3Y | -9.7% | +614.7% | -624.4% | -25.9% |
| 5Y | -3.4% | +322.7% | -326.1% | -18.8% |
| 10Y | +53.9% | +382.0% | -328.2% | +19.0% |
| All | +5,143.0% | +11,250.4% | -6,107.5% | +2,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling