+84.2%
DOCN vs BDX
+29.1%
+55.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.4% | +7.9% |
| 7D | -12.8% | +8.4% | -21.2% | -13.7% |
| 30D | -41.9% | +17.1% | -59.1% | -43.2% |
| 3M | -36.9% | +22.4% | -59.4% | -39.0% |
| 6M | -52.2% | +45.9% | -98.2% | -55.9% |
| YTD | +62.7% | +43.8% | +18.9% | +50.0% |
| 1Y | +58.2% | +57.8% | +0.4% | +40.9% |
| 3Y | +219.5% | +25.4% | +194.1% | +205.5% |
| 5Y | -32.9% | +26.0% | -58.9% | -34.7% |
| All | +84.2% | +29.1% | +55.1% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling