+2,157.8%
BDX vs EL
+1,685.7%
+472.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +8.3% | +19.8% | -11.6% | +4.5% |
| 3M | +24.4% | +25.7% | -1.3% | +19.0% |
| 6M | +9.2% | +5.4% | +3.7% | +7.1% |
| YTD | +22.7% | +0.2% | +22.5% | +20.8% |
| 1Y | +25.9% | +20.4% | +5.4% | +19.4% |
| 3Y | -10.5% | -32.1% | +21.7% | -9.3% |
| 5Y | +1.9% | -67.2% | +69.1% | +15.6% |
| 10Y | +58.7% | +31.7% | +26.9% | +33.7% |
| All | +2,157.8% | +1,685.7% | +472.1% | +1,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling