+56.7%
BDX vs EFX
+42.6%
+14.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.2% | -4.5% | +1.4% | -2.1% |
| 30D | -2.5% | -6.1% | +3.5% | -1.2% |
| 3M | +21.4% | +6.2% | +15.2% | +19.5% |
| 6M | +10.4% | -11.2% | +21.6% | +12.8% |
| YTD | +18.8% | -21.4% | +40.2% | +24.0% |
| 1Y | +21.7% | -34.3% | +56.0% | +32.1% |
| 3Y | -10.0% | -12.5% | +2.6% | -10.1% |
| 5Y | -1.8% | -35.6% | +33.8% | +2.4% |
| All | +56.7% | +42.6% | +14.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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