+1,302.7%
BDX vs EXEL
+273.2%
+1,029.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.5% | +8.4% | -10.9% | -3.2% |
| 30D | +8.3% | +4.1% | +4.2% | +7.8% |
| 3M | +24.4% | +12.4% | +12.0% | +23.1% |
| 6M | +9.2% | +41.5% | -32.4% | +5.9% |
| YTD | +22.7% | +34.6% | -11.9% | +19.3% |
| 1Y | +25.9% | +57.9% | -32.0% | +20.6% |
| 3Y | -10.5% | +159.5% | -170.0% | -18.5% |
| 5Y | +1.9% | +198.5% | -196.6% | -9.0% |
| 10Y | +58.7% | +411.4% | -352.7% | +30.4% |
| All | +1,302.7% | +273.2% | +1,029.5% | +802.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling