-10.0%
BDX vs EOSE
+42.6%
-52.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -3.2% | +1.8% | -5.0% | -3.2% |
| 30D | -2.5% | -6.8% | +4.3% | -2.5% |
| 3M | +21.4% | -36.3% | +57.7% | +21.6% |
| 6M | +10.4% | -38.8% | +49.2% | +10.3% |
| YTD | +18.8% | -65.5% | +84.4% | +19.3% |
| 1Y | +21.7% | -45.3% | +67.0% | +21.1% |
| 3Y | -10.0% | +44.2% | -54.1% | -12.8% |
| All | -10.0% | +42.6% | -52.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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