+18.0%
EIX vs BDX
+59.3%
-41.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -19.3% | -2.5% | -16.8% | -18.7% |
| 3M | -21.7% | +21.4% | -43.1% | -27.3% |
| 6M | -19.8% | +10.4% | -30.2% | -23.2% |
| YTD | -3.0% | +18.8% | -21.9% | -9.9% |
| 1Y | +5.1% | +21.7% | -16.6% | -3.3% |
| 3Y | -7.0% | -10.0% | +3.0% | -5.7% |
| 5Y | +22.0% | -1.8% | +23.8% | +18.0% |
| All | +18.0% | +59.3% | -41.3% | -1.0% |
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