+459.9%
DDOG vs BDX
+1.3%
+458.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.4% |
| 7D | -6.1% | -4.3% | -1.8% | -4.9% |
| 30D | -10.1% | +1.3% | -11.4% | -10.6% |
| 3M | -9.3% | +20.2% | -29.5% | -15.1% |
| 6M | +67.2% | +8.6% | +58.6% | +61.4% |
| YTD | +54.6% | +19.0% | +35.6% | +44.5% |
| 1Y | +54.1% | +21.2% | +32.9% | +43.0% |
| 3Y | +115.3% | -9.7% | +125.0% | +117.0% |
| 5Y | +50.6% | -3.4% | +54.0% | +43.4% |
| All | +459.9% | +1.3% | +458.6% | +369.7% |
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