+190.4%
ETN vs BDX
-2.2%
+192.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -3.2% | +6.7% | +4.1% |
| 30D | -7.5% | -2.5% | -5.0% | -7.1% |
| 3M | +8.3% | +21.4% | -13.1% | +3.8% |
| 6M | +20.2% | +10.4% | +9.8% | +17.8% |
| YTD | +34.7% | +18.8% | +15.8% | +29.4% |
| 1Y | +19.4% | +21.7% | -2.2% | +14.0% |
| 3Y | +85.5% | -10.0% | +95.5% | +89.9% |
| All | +190.4% | -2.2% | +192.7% | +191.3% |
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