+5,308.1%
BDX vs EXPD
+30,859.1%
-25,551.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | +8.3% | +4.1% | +4.2% | +7.6% |
| 3M | +24.4% | +17.9% | +6.5% | +21.2% |
| 6M | +9.2% | +29.2% | -20.1% | +4.7% |
| YTD | +22.7% | +27.4% | -4.6% | +17.7% |
| 1Y | +25.9% | +56.8% | -31.0% | +16.8% |
| 3Y | -10.5% | +68.0% | -78.5% | -18.2% |
| 5Y | +1.9% | +61.9% | -59.9% | -7.2% |
| 10Y | +58.7% | +316.0% | -257.3% | +25.6% |
| All | +5,308.1% | +30,859.1% | -25,551.0% | +2,797.3% |
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 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