-2.6%
BDX vs EFX
-37.1%
+34.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.4% | -11.1% | +5.7% | -3.1% |
| 30D | -2.2% | -7.4% | +5.2% | -0.7% |
| 3M | +20.1% | +1.5% | +18.6% | +19.5% |
| 6M | +9.1% | -13.7% | +22.7% | +11.7% |
| YTD | +17.9% | -21.9% | +39.7% | +22.5% |
| 1Y | +22.1% | -30.8% | +52.9% | +29.8% |
| 3Y | -10.5% | -12.4% | +1.8% | -9.8% |
| 5Y | -2.6% | -35.9% | +33.3% | -4.7% |
| All | -2.6% | -37.1% | +34.5% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling