+427.6%
BDX vs ET
+1,447.8%
-1,020.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -3.6% | +0.6% | -4.2% | -3.6% |
| 30D | +0.7% | +5.3% | -4.6% | +0.1% |
| 3M | +19.0% | +15.6% | +3.3% | +16.9% |
| 6M | +10.8% | +20.6% | -9.8% | +8.2% |
| YTD | +20.1% | +38.5% | -18.4% | +15.4% |
| 1Y | +23.1% | +35.7% | -12.7% | +18.5% |
| 3Y | -8.8% | +98.4% | -107.2% | -16.3% |
| 5Y | -1.4% | +245.3% | -246.7% | -15.7% |
| 10Y | +60.5% | +173.7% | -113.2% | +35.3% |
| All | +427.6% | +1,447.8% | -1,020.2% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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