+40.9%
DUK vs BDX
-2.2%
+43.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.7% | -3.2% | +2.5% | +0.1% |
| 30D | -2.4% | -2.5% | +0.1% | -1.9% |
| 3M | -3.0% | +21.4% | -24.4% | -7.9% |
| 6M | -6.6% | +10.4% | -17.0% | -9.2% |
| YTD | +4.6% | +18.8% | -14.3% | -0.7% |
| 1Y | +1.2% | +21.7% | -20.5% | -4.6% |
| 3Y | +45.7% | -10.0% | +55.6% | +50.8% |
| All | +40.9% | -2.2% | +43.2% | +36.5% |
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