-10.1%
DIS vs BDX
+27.3%
-37.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.1% |
| 7D | -2.6% | -2.5% | -0.1% | -1.6% |
| 30D | +3.5% | +8.3% | -4.8% | +0.3% |
| 3M | +6.8% | +24.4% | -17.6% | -1.6% |
| 6M | +3.0% | +9.2% | -6.2% | -0.7% |
| YTD | -6.7% | +22.7% | -29.4% | -13.9% |
| 1Y | -10.1% | +25.9% | -36.0% | -18.3% |
| All | -10.1% | +27.3% | -37.4% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling