+8.6%
BDX vs EOSE
-60.2%
+68.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -5.4% | +14.0% | -19.4% | -5.5% |
| 30D | -2.2% | -5.9% | +3.7% | -2.2% |
| 3M | +20.1% | -34.3% | +54.3% | +20.3% |
| 6M | +9.1% | -37.8% | +46.8% | +9.1% |
| YTD | +17.9% | -65.2% | +83.1% | +18.3% |
| 1Y | +22.1% | -41.9% | +64.0% | +21.7% |
| 3Y | -10.5% | +44.6% | -55.1% | -12.6% |
| 5Y | -2.6% | -69.2% | +66.6% | -9.7% |
| All | +8.6% | -60.2% | +68.8% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling