+14,278.6%
DE vs BDX
+5,136.8%
+9,141.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | -2.4% | -5.4% | +3.0% | -0.8% |
| 30D | +9.7% | -2.2% | +11.9% | +10.4% |
| 3M | +21.4% | +20.1% | +1.3% | +14.7% |
| 6M | +15.0% | +9.1% | +6.0% | +11.6% |
| YTD | +46.4% | +17.9% | +28.5% | +38.9% |
| 1Y | +45.6% | +22.1% | +23.6% | +36.6% |
| 3Y | +76.8% | -10.5% | +87.3% | +78.6% |
| 5Y | +99.4% | -2.6% | +102.0% | +94.9% |
| 10Y | +864.6% | +57.5% | +807.1% | +708.5% |
| All | +14,278.6% | +5,136.8% | +9,141.8% | +4,572.7% |
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