+22.1%
BDX vs ESI
+34.0%
-11.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.8% |
| 7D | -5.4% | -2.3% | -3.1% | -5.4% |
| 30D | -2.2% | -9.0% | +6.9% | -2.0% |
| 3M | +20.1% | -13.3% | +33.3% | +19.0% |
| 6M | +9.1% | +5.3% | +3.8% | +2.2% |
| YTD | +17.9% | +37.6% | -19.7% | +3.2% |
| 1Y | +22.1% | +33.6% | -11.5% | +7.5% |
| All | +22.1% | +34.0% | -11.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling