+6,216.9%
BDX vs EXPD
+31,808.5%
-25,591.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +13.6% | +0.6% | +13.0% | +13.4% |
| 3M | +18.9% | +9.8% | +9.1% | +17.2% |
| 6M | +51.8% | +25.8% | +26.1% | +46.4% |
| YTD | +43.3% | +31.3% | +12.1% | +36.8% |
| 1Y | +48.0% | +40.9% | +7.0% | +39.7% |
| 3Y | +23.7% | +74.7% | -51.1% | +12.3% |
| 5Y | +24.9% | +62.9% | -38.0% | +13.6% |
| 10Y | +92.2% | +334.3% | -242.1% | +51.1% |
| All | +6,216.9% | +31,808.5% | -25,591.6% | +3,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling