-9.7%
BDX vs REPL
-24.7%
+15.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -3.1% |
| 7D | -4.3% | -5.7% | +1.5% | -4.3% |
| 30D | +1.3% | +22.5% | -21.2% | +1.3% |
| 3M | +20.2% | +64.7% | -44.4% | +20.3% |
| 6M | +8.6% | +83.0% | -74.4% | +8.5% |
| YTD | +19.0% | +52.0% | -33.0% | +18.9% |
| 1Y | +21.2% | +144.5% | -123.4% | +20.2% |
| 3Y | -9.7% | -25.1% | +15.4% | -14.9% |
| All | -9.7% | -24.7% | +15.0% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling