-42.2%
DIS vs BDX
-2.5%
-39.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -3.5% | -4.1% | +0.6% | -2.3% |
| 30D | +1.0% | +0.1% | +0.9% | +0.9% |
| 3M | +5.7% | +18.3% | -12.6% | +0.3% |
| 6M | +3.3% | +10.1% | -6.9% | 0.0% |
| YTD | -7.7% | +19.4% | -27.2% | -12.9% |
| 1Y | -10.0% | +22.3% | -32.3% | -15.7% |
| 3Y | +31.7% | -9.4% | +41.1% | +33.2% |
| 5Y | -42.2% | -2.0% | -40.2% | -44.5% |
| All | -42.2% | -2.5% | -39.7% | -44.5% |
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