+1,115.2%
DIA vs BDX
+1,218.0%
-102.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.2% |
| 7D | +0.1% | -4.3% | +4.3% | +1.4% |
| 30D | -2.1% | +1.3% | -3.3% | -2.5% |
| 3M | +4.2% | +20.2% | -16.1% | -1.9% |
| 6M | +11.9% | +8.6% | +3.3% | +8.5% |
| YTD | +10.8% | +19.0% | -8.1% | +4.3% |
| 1Y | +17.5% | +21.2% | -3.7% | +9.8% |
| 3Y | +59.9% | -9.7% | +69.6% | +60.9% |
| 5Y | +64.1% | -3.4% | +67.5% | +60.3% |
| 10Y | +246.2% | +53.9% | +192.3% | +188.4% |
| All | +1,115.2% | +1,218.0% | -102.8% | +493.2% |
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