+138.6%
ETSY vs BDX
+96.1%
+42.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.5% |
| 7D | -12.7% | -5.4% | -7.3% | -10.1% |
| 30D | -9.9% | -2.2% | -7.7% | -9.0% |
| 3M | +4.2% | +20.1% | -15.9% | -5.7% |
| 6M | +34.2% | +9.1% | +25.1% | +27.0% |
| YTD | +29.1% | +17.9% | +11.2% | +16.1% |
| 1Y | +23.8% | +22.1% | +1.7% | +8.9% |
| 3Y | +6.6% | -10.5% | +17.2% | +9.2% |
| 5Y | -67.0% | -2.6% | -64.4% | -68.3% |
| 10Y | +424.9% | +57.5% | +367.4% | +274.8% |
| All | +138.6% | +96.1% | +42.5% | +45.4% |
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