-10.7%
BDX vs EFV
+88.2%
-98.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -5.4% | -2.0% | -3.4% | -4.4% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | +20.1% | +9.1% | +10.9% | +14.4% |
| 6M | +9.1% | +11.7% | -2.6% | +2.1% |
| YTD | +17.9% | +17.0% | +0.8% | +7.2% |
| 1Y | +22.1% | +26.7% | -4.6% | +6.0% |
| All | -10.7% | +88.2% | -98.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling