-4.6%
EIX vs BDX
-9.0%
+4.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +4.1% | -3.6% | +7.6% | +4.9% |
| 30D | -15.3% | +0.7% | -16.0% | -15.6% |
| 3M | -18.4% | +19.0% | -37.4% | -22.1% |
| 6M | -16.8% | +10.8% | -27.6% | -19.3% |
| YTD | -0.6% | +20.1% | -20.7% | -5.6% |
| 1Y | +10.7% | +23.1% | -12.4% | +4.3% |
| All | -4.6% | -9.0% | +4.4% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling