-99.9%
DFNS vs BDX
-9.9%
-90.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | +0.8% | -4.3% | +5.1% | +1.6% |
| 30D | -73.2% | +1.3% | -74.5% | -73.3% |
| 3M | -72.4% | +20.2% | -92.7% | -72.1% |
| 6M | -95.2% | +8.6% | -103.8% | -95.4% |
| YTD | -98.0% | +19.0% | -117.0% | -98.0% |
| 1Y | -98.3% | +21.2% | -119.4% | -98.2% |
| All | -99.9% | -9.9% | -90.0% | -99.9% |
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