+25.1%
BDX vs ESI
+79.1%
-54.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +2.9% | +5.5% | -2.6% | +2.5% |
| 30D | +15.4% | -7.8% | +23.2% | +16.0% |
| 3M | +20.5% | -15.0% | +35.5% | +22.0% |
| 6M | +53.2% | -24.9% | +78.1% | +56.4% |
| YTD | +45.7% | +33.2% | +12.5% | +30.7% |
| 1Y | +47.3% | +24.9% | +22.3% | +33.8% |
| 3Y | +25.1% | +77.8% | -52.7% | +7.5% |
| All | +25.1% | +79.1% | -54.0% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling