+2,340.5%
EXC vs BDX
+5,351.6%
-3,011.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | -3.7% | +8.3% | -12.0% | -5.5% |
| 3M | -1.3% | +24.4% | -25.7% | -6.3% |
| 6M | -9.7% | +9.2% | -18.9% | -11.9% |
| YTD | +2.9% | +22.7% | -19.8% | -2.4% |
| 1Y | +4.4% | +25.9% | -21.5% | -1.8% |
| 3Y | +22.2% | -10.5% | +32.7% | +23.0% |
| 5Y | +46.7% | +1.9% | +44.8% | +42.8% |
| 10Y | +155.3% | +58.7% | +96.6% | +124.8% |
| All | +2,340.5% | +5,351.6% | -3,011.1% | +928.0% |
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