+117.8%
EW vs BDX
+59.3%
+58.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -6.2% | -3.2% | -3.0% | -4.8% |
| 30D | -9.3% | -2.5% | -6.8% | -8.3% |
| 3M | -1.6% | +21.4% | -23.0% | -10.5% |
| 6M | -0.8% | +10.4% | -11.3% | -5.9% |
| YTD | -1.0% | +18.8% | -19.9% | -9.6% |
| 1Y | +8.2% | +21.7% | -13.5% | -2.5% |
| 3Y | +12.7% | -10.0% | +22.6% | +15.6% |
| 5Y | -30.2% | -1.8% | -28.4% | -32.3% |
| All | +117.8% | +59.3% | +58.5% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling