+15.1%
EW vs BDX
-9.0%
+24.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -5.1% | -3.6% | -1.6% | -4.1% |
| 30D | -6.4% | +0.7% | -7.0% | -6.6% |
| 3M | -1.6% | +19.0% | -20.5% | -6.5% |
| 6M | +2.3% | +10.8% | -8.5% | -1.1% |
| YTD | +1.1% | +20.1% | -19.0% | -4.5% |
| 1Y | +8.0% | +23.1% | -15.1% | +1.3% |
| All | +15.1% | -9.0% | +24.1% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling