+6,139.1%
BDX vs EXPD
+30,172.0%
-24,032.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +7.1% | -7.2% | +14.2% | +8.2% |
| 30D | +17.6% | -3.3% | +20.9% | +18.1% |
| 3M | +20.4% | +3.4% | +17.0% | +19.6% |
| 6M | +48.3% | +22.7% | +25.6% | +43.5% |
| YTD | +41.6% | +24.5% | +17.0% | +36.2% |
| 1Y | +55.7% | +38.6% | +17.1% | +47.3% |
| 3Y | +10.6% | +71.5% | -60.9% | +0.8% |
| 5Y | +24.0% | +56.2% | -32.3% | +13.5% |
| 10Y | +84.8% | +310.5% | -225.6% | +46.5% |
| All | +6,139.1% | +30,172.0% | -24,032.9% | +3,251.0% |
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