+156.3%
ECL vs BDX
+59.3%
+97.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -1.1% | -3.2% | +2.1% | +0.1% |
| 30D | -0.8% | -2.5% | +1.7% | +0.1% |
| 3M | +5.0% | +21.4% | -16.4% | -3.0% |
| 6M | +0.2% | +10.4% | -10.2% | -4.0% |
| YTD | +5.8% | +18.8% | -13.1% | -1.8% |
| 1Y | +1.5% | +21.7% | -20.1% | -6.7% |
| 3Y | +55.0% | -10.0% | +64.9% | +57.6% |
| 5Y | +29.3% | -1.8% | +31.1% | +25.3% |
| All | +156.3% | +59.3% | +97.0% | +112.5% |
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 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