+75.9%
DE vs BDX
-10.0%
+85.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -1.8% |
| 30D | +9.0% | -2.5% | +11.6% | +9.7% |
| 3M | +19.1% | +21.4% | -2.3% | +13.4% |
| 6M | +14.4% | +10.4% | +4.0% | +11.5% |
| YTD | +45.9% | +18.8% | +27.1% | +39.9% |
| 1Y | +43.6% | +21.7% | +21.9% | +36.9% |
| 3Y | +75.9% | -10.0% | +85.8% | +79.7% |
| All | +75.9% | -10.0% | +85.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling