-9.0%
BDX vs EL
-32.9%
+23.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | -3.6% | -2.4% | -1.2% | -3.2% |
| 30D | +0.7% | +13.7% | -13.0% | -1.4% |
| 3M | +19.0% | +14.5% | +4.5% | +16.3% |
| 6M | +10.8% | +7.4% | +3.4% | +8.8% |
| YTD | +20.1% | -4.7% | +24.8% | +19.3% |
| 1Y | +23.1% | +12.9% | +10.1% | +19.0% |
| All | -9.0% | -32.9% | +23.9% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling