+114.1%
DT vs BDX
+3.3%
+110.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | +3.0% | -2.5% | +5.6% | +3.9% |
| 3M | +26.5% | +21.4% | +5.1% | +17.8% |
| 6M | +35.9% | +10.4% | +25.5% | +30.6% |
| YTD | +17.8% | +18.8% | -1.0% | +9.5% |
| 1Y | +4.1% | +21.7% | -17.6% | -4.3% |
| 3Y | +5.3% | -10.0% | +15.2% | +7.7% |
| 5Y | -27.2% | -1.8% | -25.4% | -29.8% |
| All | +114.1% | +3.3% | +110.8% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling