-29.5%
DIS vs BDX
+24.3%
-53.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +4.4% | +7.3% | -2.9% | +2.1% |
| 30D | +10.3% | +15.7% | -5.4% | +5.4% |
| 3M | +15.5% | +19.1% | -3.5% | +9.2% |
| 6M | +11.2% | +44.1% | -32.9% | -1.0% |
| YTD | +5.6% | +42.1% | -36.5% | -5.7% |
| 1Y | +7.7% | +52.6% | -44.9% | -5.9% |
| 3Y | +39.3% | +22.6% | +16.7% | +27.3% |
| 5Y | -29.5% | +23.3% | -52.8% | -36.0% |
| All | -29.5% | +24.3% | -53.8% | -36.0% |
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