+104.4%
BDX vs EL
+62.2%
+42.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | +15.4% | +10.0% | +5.4% | +13.5% |
| 3M | +20.5% | +28.4% | -7.9% | +15.2% |
| 6M | +53.2% | +37.1% | +16.1% | +44.5% |
| YTD | +45.7% | +7.8% | +37.9% | +41.6% |
| 1Y | +47.3% | +26.0% | +21.2% | +39.3% |
| 3Y | +25.1% | +3.8% | +21.2% | +17.8% |
| 5Y | +27.4% | -65.2% | +92.6% | +43.3% |
| All | +104.4% | +62.2% | +42.2% | +75.1% |
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