-32.9%
DOCS vs BDX
+48.3%
-81.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +2.6% | +2.9% | -0.3% | +1.9% |
| 30D | +11.4% | +15.4% | -4.0% | +8.1% |
| 3M | +25.4% | +20.5% | +4.9% | +20.7% |
| 6M | +42.5% | +53.2% | -10.6% | +32.8% |
| YTD | -24.7% | +45.7% | -70.4% | -33.0% |
| 1Y | -32.9% | +47.3% | -80.2% | -40.9% |
| All | -32.9% | +48.3% | -81.2% | -40.9% |
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