+55.4%
BDX vs ESI
+310.7%
-255.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.2% |
| 7D | -5.4% | -2.3% | -3.1% | -5.1% |
| 30D | -2.2% | -9.0% | +6.9% | -0.8% |
| 3M | +20.1% | -13.3% | +33.3% | +21.7% |
| 6M | +9.1% | +5.3% | +3.8% | +5.7% |
| YTD | +17.9% | +37.6% | -19.7% | +8.4% |
| 1Y | +22.1% | +33.6% | -11.5% | +12.6% |
| 3Y | -10.5% | +75.8% | -86.3% | -22.7% |
| 5Y | -2.6% | +68.6% | -71.2% | -16.9% |
| All | +55.4% | +310.7% | -255.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling