+55.4%
BDX vs EXEL
+386.3%
-330.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.7% |
| 7D | -5.4% | -2.9% | -2.5% | -5.1% |
| 30D | -2.2% | +11.9% | -14.1% | -3.3% |
| 3M | +20.1% | +9.2% | +10.9% | +18.9% |
| 6M | +9.1% | +39.1% | -30.0% | +5.1% |
| YTD | +17.9% | +31.0% | -13.1% | +14.1% |
| 1Y | +22.1% | +52.3% | -30.3% | +16.1% |
| 3Y | -10.5% | +159.7% | -170.3% | -21.0% |
| 5Y | -2.6% | +187.7% | -190.3% | -16.0% |
| All | +55.4% | +386.3% | -330.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling