+20.9%
ECHO vs BDX
+22.7%
-1.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +3.7% | -3.2% | +6.9% | +4.1% |
| 30D | +0.7% | -2.5% | +3.2% | +0.9% |
| 3M | -27.3% | +21.4% | -48.7% | -30.0% |
| 6M | -17.0% | +10.4% | -27.4% | -17.3% |
| YTD | -14.3% | +18.8% | -33.2% | -19.0% |
| 1Y | +20.9% | +21.7% | -0.8% | +15.1% |
| All | +20.9% | +22.7% | -1.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling