+27.6%
BDX vs REPL
-35.0%
+62.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +15.4% | +92.2% | -76.8% | +15.0% |
| 3M | +20.5% | +44.1% | -23.6% | +20.2% |
| 6M | +53.2% | +313.0% | -259.8% | +51.1% |
| YTD | +45.7% | +125.2% | -79.5% | +43.7% |
| 1Y | +47.3% | +143.8% | -96.5% | +45.1% |
| 3Y | +25.1% | +104.2% | -79.1% | +15.6% |
| All | +27.6% | -35.0% | +62.6% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling