+46.7%
BDX vs REPL
+164.5%
-117.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.2% |
| 7D | +7.3% | +12.7% | -5.4% | +7.4% |
| 30D | +15.7% | +73.5% | -57.8% | +16.4% |
| 3M | +19.1% | +70.3% | -51.2% | +19.7% |
| 6M | +44.1% | +472.0% | -427.9% | +47.9% |
| YTD | +42.1% | +139.5% | -97.4% | +43.4% |
| All | +46.7% | +164.5% | -117.9% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling