-35.6%
DOCN vs BDX
+24.6%
-60.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | -19.2% | +7.1% | -26.2% | -19.9% |
| 30D | -43.1% | +17.6% | -60.7% | -44.4% |
| 3M | -40.7% | +20.4% | -61.1% | -42.5% |
| 6M | -55.0% | +48.3% | -103.2% | -58.8% |
| YTD | +50.6% | +41.6% | +9.0% | +39.1% |
| 1Y | +54.0% | +55.7% | -1.8% | +36.9% |
| 3Y | +203.9% | +10.6% | +193.3% | +206.8% |
| All | -35.6% | +24.6% | -60.2% | -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