-99.9%
DFNS vs BDX
-1.9%
-97.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.7% |
| 7D | +4.6% | -3.6% | +8.2% | +5.1% |
| 30D | -73.9% | +0.7% | -74.6% | -73.9% |
| 3M | -71.7% | +19.0% | -90.7% | -71.6% |
| 6M | -94.6% | +10.8% | -105.4% | -94.7% |
| YTD | -98.1% | +20.1% | -118.2% | -98.1% |
| 1Y | -98.3% | +23.1% | -121.4% | -98.3% |
| 3Y | -99.9% | -8.8% | -91.1% | -99.9% |
| 5Y | -99.9% | -1.4% | -98.4% | -99.9% |
| All | -99.9% | -1.9% | -97.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling