+39.6%
DOCS vs BDX
+25.0%
+14.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.6% | +2.9% | -0.3% | +1.6% |
| 30D | +11.4% | +15.4% | -4.0% | +6.6% |
| 3M | +25.4% | +20.5% | +4.9% | +18.3% |
| 6M | +42.5% | +53.2% | -10.6% | +24.6% |
| YTD | -24.7% | +45.7% | -70.4% | -33.9% |
| 1Y | -32.9% | +47.3% | -80.2% | -41.4% |
| 3Y | +39.6% | +25.1% | +14.6% | +31.4% |
| All | +39.6% | +25.0% | +14.6% | +31.4% |
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