-38.3%
DOCS vs BDX
+56.8%
-95.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.1% |
| 7D | -0.6% | +7.3% | -7.8% | -2.0% |
| 30D | +6.3% | +15.7% | -9.4% | +3.4% |
| 3M | +26.5% | +19.1% | +7.4% | +22.5% |
| 6M | +24.8% | +44.1% | -19.3% | +17.5% |
| YTD | -26.8% | +42.1% | -68.8% | -33.6% |
| 1Y | -38.3% | +52.6% | -90.9% | -47.0% |
| All | -38.3% | +56.8% | -95.1% | -47.0% |
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 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