+91.1%
EXE vs BDX
-2.2%
+93.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -3.1% | -3.2% | 0.0% | -2.5% |
| 30D | -0.9% | -2.5% | +1.6% | -0.4% |
| 3M | +9.6% | +21.4% | -11.9% | +4.8% |
| 6M | -11.6% | +10.4% | -22.0% | -13.7% |
| YTD | -12.6% | +18.8% | -31.4% | -16.4% |
| 1Y | +1.2% | +21.7% | -20.5% | -3.9% |
| 3Y | +18.0% | -10.0% | +28.0% | +22.4% |
| All | +91.1% | -2.2% | +93.3% | +81.2% |
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