+392.2%
DAL vs BDX
+377.6%
+14.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.6% |
| 7D | +8.8% | +7.1% | +1.7% | +5.0% |
| 30D | +5.4% | +17.6% | -12.2% | -3.1% |
| 3M | -4.9% | +20.4% | -25.3% | -13.9% |
| 6M | +19.8% | +48.3% | -28.4% | -3.4% |
| YTD | +27.0% | +41.6% | -14.6% | +4.5% |
| 1Y | +52.5% | +55.7% | -3.3% | +19.3% |
| 3Y | +173.8% | +10.6% | +163.2% | +150.5% |
| 5Y | +104.5% | +24.0% | +80.5% | +71.7% |
| 10Y | +129.7% | +84.8% | +44.9% | +27.8% |
| All | +392.2% | +377.6% | +14.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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