-8.2%
EW vs BDX
+27.1%
-35.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +4.9% | +2.9% | +2.0% | +3.7% |
| 30D | +23.9% | +15.4% | +8.5% | +17.1% |
| 3M | +15.8% | +20.5% | -4.8% | +7.4% |
| 6M | +31.7% | +53.2% | -21.5% | +10.8% |
| YTD | +25.7% | +45.7% | -20.0% | +7.5% |
| 1Y | +24.4% | +47.3% | -22.8% | +5.9% |
| 3Y | +65.9% | +25.1% | +40.8% | +49.2% |
| All | -8.2% | +27.1% | -35.3% | -15.9% |
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 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