+8.3%
BDX vs REPL
-9.7%
+17.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.0% |
| 7D | -3.6% | -9.6% | +6.0% | -3.4% |
| 30D | +0.7% | +5.7% | -5.0% | +0.6% |
| 3M | +19.0% | +56.4% | -37.4% | +17.3% |
| 6M | +10.8% | +67.4% | -56.7% | +7.2% |
| YTD | +20.1% | +48.7% | -28.5% | +16.5% |
| 1Y | +23.1% | +148.3% | -125.2% | +16.1% |
| 3Y | -8.8% | -26.7% | +17.9% | -15.8% |
| 5Y | -1.4% | -54.1% | +52.7% | -8.3% |
| All | +8.3% | -9.7% | +17.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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