+25.1%
BDX vs EXPD
+75.3%
-50.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | +5.5% | -2.6% | +1.8% |
| 30D | +15.4% | -0.8% | +16.2% | +15.4% |
| 3M | +20.5% | +4.1% | +16.4% | +19.3% |
| 6M | +53.2% | +25.7% | +27.5% | +45.5% |
| YTD | +45.7% | +31.4% | +14.3% | +36.2% |
| 1Y | +47.3% | +42.2% | +5.1% | +34.8% |
| 3Y | +25.1% | +77.2% | -52.1% | +9.9% |
| All | +25.1% | +75.3% | -50.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling