+4,404.4%
DELL vs BDX
+59.3%
+4,345.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.8% |
| 7D | +8.2% | -3.2% | +11.4% | +9.1% |
| 30D | +17.1% | -2.5% | +19.6% | +17.8% |
| 3M | +45.2% | +21.4% | +23.7% | +36.1% |
| 6M | +286.8% | +10.4% | +276.4% | +272.4% |
| YTD | +354.8% | +18.8% | +335.9% | +326.7% |
| 1Y | +358.3% | +21.7% | +336.6% | +325.7% |
| 3Y | +724.9% | -10.0% | +734.9% | +732.3% |
| 5Y | +1,193.7% | -1.8% | +1,195.5% | +1,148.5% |
| All | +4,404.4% | +59.3% | +4,345.1% | +3,394.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling