+190.8%
EQT vs BDX
-2.2%
+193.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.0% | -3.2% | +1.2% | -1.2% |
| 30D | 0.0% | -2.5% | +2.6% | +0.6% |
| 3M | +5.9% | +21.4% | -15.5% | +0.6% |
| 6M | -14.8% | +10.4% | -25.2% | -17.1% |
| YTD | +1.8% | +18.8% | -17.1% | -3.4% |
| 1Y | +7.4% | +21.7% | -14.3% | +1.1% |
| 3Y | +33.6% | -10.0% | +43.6% | +39.6% |
| All | +190.8% | -2.2% | +193.0% | +168.3% |
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