-1.4%
BDX vs ED
+66.4%
-67.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | +0.7% | +1.9% | -1.3% | -0.2% |
| 3M | +19.0% | +1.9% | +17.1% | +18.0% |
| 6M | +10.8% | -2.3% | +13.0% | +11.6% |
| YTD | +20.1% | +10.9% | +9.2% | +14.8% |
| 1Y | +23.1% | +14.5% | +8.6% | +15.8% |
| 3Y | -8.8% | +33.4% | -42.2% | -21.2% |
| 5Y | -1.4% | +67.3% | -68.7% | -21.5% |
| All | -1.4% | +66.4% | -67.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling