+20,672.1%
ETN vs BDX
+5,179.2%
+15,492.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | +3.5% | -3.2% | +6.7% | +4.5% |
| 30D | -7.5% | -2.5% | -5.0% | -6.9% |
| 3M | +8.3% | +21.4% | -13.1% | +1.5% |
| 6M | +20.2% | +10.4% | +9.8% | +15.5% |
| YTD | +34.7% | +18.8% | +15.8% | +26.3% |
| 1Y | +19.4% | +21.7% | -2.2% | +11.0% |
| 3Y | +85.5% | -10.0% | +95.5% | +85.4% |
| 5Y | +186.6% | -1.8% | +188.4% | +176.7% |
| 10Y | +724.7% | +58.8% | +665.9% | +579.4% |
| All | +20,672.1% | +5,179.2% | +15,492.9% | +7,458.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling