+12,781.7%
ECL vs BDX
+5,351.6%
+7,430.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | -2.2% | +8.3% | -10.4% | -4.4% |
| 3M | +10.1% | +24.4% | -14.3% | +3.3% |
| 6M | -5.7% | +9.2% | -14.9% | -8.3% |
| YTD | +7.0% | +22.7% | -15.8% | +0.5% |
| 1Y | +2.7% | +25.9% | -23.2% | -4.3% |
| 3Y | +57.7% | -10.5% | +68.2% | +59.4% |
| 5Y | +31.1% | +1.9% | +29.2% | +27.4% |
| 10Y | +150.9% | +58.7% | +92.2% | +113.8% |
| All | +12,781.7% | +5,351.6% | +7,430.1% | +4,910.1% |
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 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