+110.9%
DT vs BDX
+3.4%
+107.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.0% |
| 7D | -4.9% | -4.3% | -0.6% | -3.4% |
| 30D | +2.7% | +1.3% | +1.4% | +2.2% |
| 3M | +20.0% | +20.2% | -0.3% | +12.0% |
| 6M | +28.0% | +8.6% | +19.4% | +23.7% |
| YTD | +16.0% | +19.0% | -2.9% | +7.8% |
| 1Y | +0.7% | +21.2% | -20.5% | -7.2% |
| 3Y | +6.2% | -9.7% | +15.9% | +8.5% |
| 5Y | -28.1% | -3.4% | -24.7% | -30.1% |
| All | +110.9% | +3.4% | +107.4% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling