-26.7%
DT vs BDX
-3.5%
-23.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -2.5% | -5.4% | +2.9% | -1.3% |
| 30D | +3.5% | -2.2% | +5.7% | +4.0% |
| 3M | +26.7% | +20.1% | +6.6% | +21.3% |
| 6M | +36.1% | +9.1% | +27.1% | +32.9% |
| YTD | +18.6% | +17.9% | +0.8% | +13.3% |
| 1Y | +7.9% | +22.1% | -14.2% | +2.0% |
| 3Y | +8.6% | -10.5% | +19.1% | +12.0% |
| 5Y | -26.7% | -2.6% | -24.1% | -23.0% |
| All | -26.7% | -3.5% | -23.2% | -23.0% |
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 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