-7.3%
DIS vs BDX
+21.5%
-28.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.3% |
| 7D | -1.3% | -5.4% | +4.2% | +0.9% |
| 30D | +2.2% | -2.2% | +4.4% | +3.0% |
| 3M | +8.1% | +20.1% | -11.9% | +1.0% |
| 6M | +5.2% | +9.1% | -3.8% | +1.7% |
| YTD | -6.3% | +17.9% | -24.2% | -12.0% |
| 1Y | -7.3% | +22.1% | -29.4% | -14.4% |
| All | -7.3% | +21.5% | -28.8% | -14.4% |
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