+6,438.2%
EW vs BDX
+1,205.6%
+5,232.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.8% |
| 7D | -0.3% | -2.5% | +2.2% | +0.7% |
| 30D | +1.0% | +8.3% | -7.2% | -2.3% |
| 3M | +2.8% | +24.4% | -21.6% | -6.3% |
| 6M | +5.5% | +9.2% | -3.7% | +1.2% |
| YTD | +5.5% | +22.7% | -17.3% | -3.8% |
| 1Y | +11.0% | +25.9% | -14.8% | 0.0% |
| 3Y | +17.7% | -10.5% | +28.2% | +19.7% |
| 5Y | -25.7% | +1.9% | -27.7% | -28.8% |
| 10Y | +132.8% | +58.7% | +74.1% | +83.5% |
| All | +6,438.2% | +1,205.6% | +5,232.5% | +2,821.5% |
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