-47.3%
DOCS vs BDX
+54.0%
-101.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.8% | +5.2% |
| 7D | +1.2% | +7.2% | -6.0% | -0.2% |
| 30D | +21.3% | +15.8% | +5.5% | +18.3% |
| 3M | +58.4% | +23.7% | +34.7% | +52.9% |
| 6M | +39.3% | +44.8% | -5.5% | +32.0% |
| YTD | -21.7% | +39.8% | -61.5% | -28.5% |
| 1Y | -47.3% | +52.3% | -99.7% | -54.9% |
| All | -47.3% | +54.0% | -101.3% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling