-1.4%
BDX vs EXEL
+194.6%
-196.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | +0.9% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | +0.7% | +10.1% | -9.5% | 0.0% |
| 3M | +19.0% | +10.1% | +8.9% | +18.0% |
| 6M | +10.8% | +37.7% | -26.9% | +7.9% |
| YTD | +20.1% | +33.1% | -12.9% | +17.2% |
| 1Y | +23.1% | +52.4% | -29.3% | +18.5% |
| 3Y | -8.8% | +163.8% | -172.6% | -18.0% |
| 5Y | -1.4% | +198.5% | -199.9% | -14.4% |
| All | -1.4% | +194.6% | -196.0% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling