+44.2%
EOG vs BDX
+54.0%
-9.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.6% | -10.8% | -5.1% |
| 7D | -8.6% | +7.2% | -15.8% | -8.5% |
| 30D | +2.8% | +15.8% | -13.0% | +2.7% |
| 3M | +3.2% | +23.7% | -20.5% | +3.4% |
| 6M | +5.3% | +44.8% | -39.5% | +6.1% |
| YTD | +44.5% | +39.8% | +4.7% | +44.5% |
| 1Y | +44.2% | +52.3% | -8.2% | +40.2% |
| All | +44.2% | +54.0% | -9.8% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling