+1,660.9%
DIS vs BDX
+6,371.9%
-4,711.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.0% |
| 30D | +9.2% | +15.4% | -6.3% | +4.5% |
| 3M | +13.5% | +20.5% | -7.0% | +7.2% |
| 6M | +14.3% | +53.2% | -38.9% | +0.2% |
| YTD | +5.4% | +45.7% | -40.3% | -6.4% |
| 1Y | +12.2% | +47.3% | -35.1% | -0.7% |
| 3Y | +37.2% | +25.1% | +12.1% | +25.5% |
| 5Y | -23.1% | +27.4% | -50.6% | -30.7% |
| 10Y | +32.2% | +95.4% | -63.2% | +1.1% |
| All | +1,660.9% | +6,371.9% | -4,711.0% | +330.7% |
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