+2,522.5%
DUK vs BDX
+5,136.8%
-2,614.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | -1.7% | -5.4% | +3.7% | -0.5% |
| 30D | -2.2% | -2.2% | -0.1% | -1.9% |
| 3M | -3.7% | +20.1% | -23.8% | -7.5% |
| 6M | -6.3% | +9.1% | -15.4% | -8.4% |
| YTD | +4.5% | +17.9% | -13.4% | +0.4% |
| 1Y | +1.8% | +22.1% | -20.3% | -3.0% |
| 3Y | +46.8% | -10.5% | +57.4% | +47.6% |
| 5Y | +40.2% | -2.6% | +42.8% | +38.0% |
| 10Y | +129.8% | +57.5% | +72.3% | +104.3% |
| All | +2,522.5% | +5,136.8% | -2,614.3% | +1,105.0% |
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 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