-73.2%
DOCS vs BDX
+1.9%
-75.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.4% |
| 30D | +21.8% | +8.3% | +13.6% | +17.7% |
| 3M | +27.3% | +24.4% | +2.9% | +16.1% |
| 6M | -0.3% | +9.2% | -9.5% | -4.3% |
| YTD | -40.5% | +22.7% | -63.2% | -46.2% |
| 1Y | -61.5% | +25.9% | -87.4% | -65.7% |
| 3Y | +8.2% | -10.5% | +18.6% | +13.4% |
| All | -73.2% | +1.9% | -75.1% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling