-1.4%
BDX vs ESI
+74.4%
-75.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -3.6% | +3.9% | -7.5% | -4.1% |
| 30D | +0.7% | -3.8% | +4.5% | +1.1% |
| 3M | +19.0% | -13.1% | +32.1% | +20.3% |
| 6M | +10.8% | +11.3% | -0.6% | +5.7% |
| YTD | +20.1% | +44.1% | -24.0% | +8.4% |
| 1Y | +23.1% | +40.3% | -17.3% | +11.4% |
| 3Y | -8.8% | +84.1% | -92.9% | -23.3% |
| 5Y | -1.4% | +75.8% | -77.2% | -18.7% |
| All | -1.4% | +74.4% | -75.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling