+179.3%
EXE vs BDX
+0.1%
+179.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.9% |
| 7D | -1.8% | -4.3% | +2.5% | -1.0% |
| 30D | +6.4% | +1.3% | +5.1% | +6.1% |
| 3M | +9.2% | +20.2% | -11.0% | +5.0% |
| 6M | -7.0% | +8.6% | -15.6% | -8.7% |
| YTD | -9.5% | +19.0% | -28.4% | -13.2% |
| 1Y | +6.2% | +21.2% | -14.9% | +1.4% |
| 3Y | +20.7% | -9.7% | +30.4% | +24.3% |
| 5Y | +103.6% | -3.4% | +107.0% | +102.9% |
| All | +179.3% | +0.1% | +179.2% | +176.8% |
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