+180.2%
BDX vs ESI
+224.6%
-44.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.5% | -1.9% |
| 7D | -2.5% | +3.3% | -5.8% | -3.0% |
| 30D | +8.3% | -5.9% | +14.1% | +9.0% |
| 3M | +24.4% | -14.1% | +38.5% | +26.1% |
| 6M | +9.2% | +6.6% | +2.6% | +6.4% |
| YTD | +22.7% | +45.0% | -22.3% | +14.0% |
| 1Y | +25.9% | +41.5% | -15.6% | +17.1% |
| 3Y | -10.5% | +78.8% | -89.2% | -20.4% |
| 5Y | +1.9% | +70.9% | -69.0% | -10.1% |
| 10Y | +58.7% | +317.1% | -258.4% | +19.1% |
| All | +180.2% | +224.6% | -44.4% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling