+6,320.2%
BDX vs ED
+2,513.4%
+3,806.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.9% | +2.1% | +0.8% | +2.2% |
| 30D | +15.4% | +10.4% | +5.0% | +11.6% |
| 3M | +20.5% | +12.5% | +8.0% | +15.7% |
| 6M | +53.2% | +14.9% | +38.3% | +46.0% |
| YTD | +45.7% | +24.8% | +20.9% | +34.8% |
| 1Y | +47.3% | +23.8% | +23.4% | +36.5% |
| 3Y | +25.1% | +51.6% | -26.6% | +7.4% |
| 5Y | +27.4% | +86.4% | -59.0% | +1.9% |
| 10Y | +95.4% | +145.4% | -50.1% | +40.0% |
| All | +6,320.2% | +2,513.4% | +3,806.8% | +2,082.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling