+67.3%
DVN vs BDX
+59.3%
+8.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +4.5% | -3.2% | +7.7% | +5.4% |
| 30D | +12.0% | -2.5% | +14.5% | +12.7% |
| 3M | +13.4% | +21.4% | -8.0% | +6.8% |
| 6M | +12.1% | +10.4% | +1.7% | +8.1% |
| YTD | +38.8% | +18.8% | +20.0% | +30.5% |
| 1Y | +46.0% | +21.7% | +24.3% | +36.1% |
| 3Y | +9.5% | -10.0% | +19.4% | +10.9% |
| 5Y | +125.3% | -1.8% | +127.1% | +118.8% |
| All | +67.3% | +59.3% | +8.0% | +47.0% |
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 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