+55.4%
BDX vs EL
+25.3%
+30.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.5% |
| 7D | -5.4% | -4.4% | -1.1% | -4.7% |
| 30D | -2.2% | +10.3% | -12.5% | -3.9% |
| 3M | +20.1% | +13.4% | +6.7% | +17.2% |
| 6M | +9.1% | +3.1% | +6.0% | +7.6% |
| YTD | +17.9% | -6.9% | +24.8% | +17.6% |
| 1Y | +22.1% | +11.9% | +10.2% | +17.7% |
| 3Y | -10.5% | -33.8% | +23.3% | -9.3% |
| 5Y | -2.6% | -69.0% | +66.4% | +11.4% |
| All | +55.4% | +25.3% | +30.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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