+59.6%
BDX vs EXPD
+316.4%
-256.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | +0.1% | +5.2% | -5.1% | -1.3% |
| 3M | +18.3% | +13.2% | +5.1% | +14.1% |
| 6M | +10.1% | +30.3% | -20.2% | +1.9% |
| YTD | +19.4% | +27.0% | -7.6% | +10.7% |
| 1Y | +22.3% | +57.3% | -35.0% | +6.2% |
| 3Y | -9.4% | +70.0% | -79.4% | -24.2% |
| 5Y | -2.0% | +61.6% | -63.6% | -18.5% |
| 10Y | +59.6% | +321.1% | -261.5% | -2.3% |
| All | +59.6% | +316.4% | -256.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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