+232.7%
BDX vs ESI
+198.2%
+34.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +2.9% | +5.5% | -2.6% | +2.2% |
| 30D | +15.4% | -7.8% | +23.2% | +16.3% |
| 3M | +20.5% | -15.0% | +35.5% | +22.5% |
| 6M | +53.2% | -24.9% | +78.1% | +57.3% |
| YTD | +45.7% | +33.2% | +12.5% | +36.2% |
| 1Y | +47.3% | +24.9% | +22.3% | +38.9% |
| 3Y | +25.1% | +77.8% | -52.7% | +10.7% |
| 5Y | +27.4% | +37.1% | -9.7% | +15.4% |
| 10Y | +95.4% | +320.5% | -225.1% | +46.5% |
| All | +232.7% | +198.2% | +34.5% | +165.0% |
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