+166.2%
EOG vs BDX
-2.2%
+168.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.5% | -3.2% | +4.7% | +2.0% |
| 30D | +2.9% | -2.5% | +5.5% | +3.3% |
| 3M | +8.7% | +21.4% | -12.7% | +5.4% |
| 6M | +12.9% | +10.4% | +2.5% | +11.1% |
| YTD | +43.8% | +18.8% | +25.0% | +39.4% |
| 1Y | +27.1% | +21.7% | +5.4% | +22.4% |
| 3Y | +25.9% | -10.0% | +35.8% | +28.0% |
| All | +166.2% | -2.2% | +168.5% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling