+55.4%
BDX vs ED
+109.0%
-53.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -5.4% | -1.9% | -3.6% | -4.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +20.1% | 0.0% | +20.1% | +20.0% |
| 6M | +9.1% | -2.5% | +11.6% | +9.9% |
| YTD | +17.9% | +10.1% | +7.8% | +13.2% |
| 1Y | +22.1% | +13.6% | +8.5% | +15.6% |
| 3Y | -10.5% | +32.4% | -43.0% | -21.3% |
| 5Y | -2.6% | +69.9% | -72.5% | -22.5% |
| All | +55.4% | +109.0% | -53.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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