+1,223.7%
DVN vs BDX
+5,136.8%
-3,913.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | +2.5% | -5.4% | +7.9% | +3.9% |
| 30D | +10.2% | -2.2% | +12.4% | +10.7% |
| 3M | +8.1% | +20.1% | -12.0% | +3.0% |
| 6M | +15.9% | +9.1% | +6.8% | +12.5% |
| YTD | +38.2% | +17.9% | +20.4% | +31.4% |
| 1Y | +44.5% | +22.1% | +22.4% | +36.0% |
| 3Y | +5.1% | -10.5% | +15.7% | +5.8% |
| 5Y | +124.3% | -2.6% | +126.9% | +119.2% |
| 10Y | +65.9% | +57.5% | +8.4% | +42.4% |
| All | +1,223.7% | +5,136.8% | -3,913.1% | +591.8% |
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