+35.9%
EIX vs BDX
+95.1%
-59.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +1.4% | +2.9% | -1.5% | +0.3% |
| 30D | +8.5% | +15.4% | -6.9% | +3.2% |
| 3M | -13.5% | +20.5% | -34.0% | -19.2% |
| 6M | -12.4% | +53.2% | -65.5% | -25.3% |
| YTD | +5.9% | +45.7% | -39.8% | -8.5% |
| 1Y | +7.6% | +47.3% | -39.7% | -7.5% |
| 3Y | +12.8% | +25.1% | -12.3% | +1.2% |
| 5Y | +19.2% | +27.4% | -8.2% | +4.8% |
| All | +35.9% | +95.1% | -59.2% | +6.8% |
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 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