+121.4%
ETR vs BDX
-2.2%
+123.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -1.8% | -2.5% | +0.8% | -1.2% |
| 3M | -3.6% | +21.4% | -25.0% | -8.7% |
| 6M | +2.6% | +10.4% | -7.8% | -0.4% |
| YTD | +16.0% | +18.8% | -2.8% | +9.8% |
| 1Y | +20.1% | +21.7% | -1.5% | +12.7% |
| 3Y | +143.6% | -10.0% | +153.5% | +152.1% |
| All | +121.4% | -2.2% | +123.6% | +116.6% |
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