+1,458.7%
DIS vs BDX
+5,351.6%
-3,892.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -2.6% | -2.5% | -0.1% | -1.8% |
| 30D | +3.5% | +8.3% | -4.8% | +1.0% |
| 3M | +6.8% | +24.4% | -17.6% | -0.1% |
| 6M | +3.0% | +9.2% | -6.2% | 0.0% |
| YTD | -6.7% | +22.7% | -29.4% | -12.6% |
| 1Y | -10.1% | +25.9% | -36.0% | -16.5% |
| 3Y | +33.0% | -10.5% | +43.5% | +34.3% |
| 5Y | -40.0% | +1.9% | -41.9% | -42.1% |
| 10Y | +21.1% | +58.7% | -37.6% | -1.4% |
| All | +1,458.7% | +5,351.6% | -3,892.9% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling