-7.0%
BDX vs ES
+32.6%
-39.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +8.3% | -2.0% | +10.2% | +8.8% |
| 3M | +24.4% | +1.7% | +22.7% | +23.8% |
| 6M | +9.2% | -3.5% | +12.7% | +10.2% |
| YTD | +22.7% | +7.9% | +14.8% | +19.7% |
| 1Y | +25.9% | +17.2% | +8.7% | +18.6% |
| All | -7.0% | +32.6% | -39.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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