-3.4%
BDX vs ES
-2.9%
-0.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -4.3% | +1.4% | -5.7% | -4.8% |
| 30D | +1.3% | -1.2% | +2.4% | +1.6% |
| 3M | +20.2% | +5.0% | +15.3% | +18.1% |
| 6M | +8.6% | -2.8% | +11.4% | +9.5% |
| YTD | +19.0% | +8.6% | +10.4% | +15.0% |
| 1Y | +21.2% | +18.9% | +2.2% | +12.0% |
| 3Y | -9.7% | +32.1% | -41.8% | -21.0% |
| 5Y | -3.4% | -5.1% | +1.7% | -3.6% |
| All | -3.4% | -2.9% | -0.5% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling