-9.0%
BDX vs ESI
+81.4%
-90.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -3.6% | +3.9% | -7.5% | -4.0% |
| 30D | +0.7% | -3.8% | +4.5% | +1.0% |
| 3M | +19.0% | -13.1% | +32.1% | +19.9% |
| 6M | +10.8% | +11.3% | -0.6% | +4.9% |
| YTD | +20.1% | +44.1% | -24.0% | +7.3% |
| 1Y | +23.1% | +40.3% | -17.3% | +10.2% |
| All | -9.0% | +81.4% | -90.3% | -25.2% |
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