+104.4%
BDX vs ESI
+318.1%
-213.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | +5.5% | -2.6% | +2.1% |
| 30D | +15.4% | -7.8% | +23.2% | +16.4% |
| 3M | +20.5% | -15.0% | +35.5% | +22.8% |
| 6M | +53.2% | -24.9% | +78.1% | +58.0% |
| YTD | +45.7% | +33.2% | +12.5% | +33.7% |
| 1Y | +47.3% | +24.9% | +22.3% | +36.7% |
| 3Y | +25.1% | +77.8% | -52.7% | +7.0% |
| 5Y | +27.4% | +37.1% | -9.7% | +12.1% |
| All | +104.4% | +318.1% | -213.6% | +44.7% |
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