+36.0%
DOCS vs BDX
+23.0%
+13.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -0.6% | +7.3% | -7.8% | -2.7% |
| 30D | +6.3% | +15.7% | -9.4% | +1.6% |
| 3M | +26.5% | +19.1% | +7.4% | +19.8% |
| 6M | +24.8% | +44.1% | -19.3% | +11.2% |
| YTD | -26.8% | +42.1% | -68.8% | -35.2% |
| 1Y | -38.3% | +52.6% | -90.9% | -46.9% |
| 3Y | +36.0% | +22.6% | +13.5% | +29.0% |
| All | +36.0% | +23.0% | +13.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling