+32.8%
DIS vs BDX
-9.6%
+42.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.5% |
| 7D | -1.1% | -4.3% | +3.2% | 0.0% |
| 30D | +0.1% | +1.3% | -1.1% | -0.2% |
| 3M | +7.1% | +20.2% | -13.2% | +2.6% |
| 6M | +4.3% | +8.6% | -4.4% | +1.9% |
| YTD | -6.9% | +19.0% | -25.9% | -10.6% |
| 1Y | -10.3% | +21.2% | -31.5% | -14.2% |
| 3Y | +32.8% | -9.7% | +42.5% | +25.3% |
| All | +32.8% | -9.6% | +42.5% | +25.3% |
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 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