+19.5%
BDX vs EQX
+232.0%
-212.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | -2.5% | +7.8% | -10.3% | -2.9% |
| 3M | +21.4% | +21.3% | +0.1% | +20.2% |
| 6M | +10.4% | -22.4% | +32.8% | +11.3% |
| YTD | +18.8% | -11.3% | +30.2% | +18.8% |
| 1Y | +21.7% | +13.5% | +8.2% | +20.2% |
| 3Y | -10.0% | +162.1% | -172.1% | -15.4% |
| 5Y | -1.8% | +84.2% | -86.0% | -8.7% |
| All | +19.5% | +232.0% | -212.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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