+5,143.0%
BDX vs EFX
+6,208.7%
-1,065.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.4% |
| 7D | -4.3% | -7.8% | +3.5% | -2.7% |
| 30D | +1.3% | -5.7% | +7.0% | +2.4% |
| 3M | +20.2% | +2.5% | +17.7% | +19.3% |
| 6M | +8.6% | -16.7% | +25.3% | +12.3% |
| YTD | +19.0% | -20.2% | +39.2% | +23.4% |
| 1Y | +21.2% | -31.4% | +52.6% | +29.5% |
| 3Y | -9.7% | -10.5% | +0.8% | -10.2% |
| 5Y | -3.4% | -35.2% | +31.8% | +0.6% |
| 10Y | +53.9% | +40.2% | +13.7% | +31.6% |
| All | +5,143.0% | +6,208.7% | -1,065.7% | +2,150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling