+38.7%
EXPE vs BDX
+27.3%
+11.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.0% |
| 7D | -9.5% | -2.5% | -7.0% | -8.4% |
| 30D | -6.6% | +8.3% | -14.9% | -10.1% |
| 3M | +31.4% | +24.4% | +7.0% | +18.8% |
| 6M | +35.2% | +9.2% | +26.0% | +26.0% |
| YTD | +5.8% | +22.7% | -16.9% | -6.7% |
| 1Y | +38.7% | +25.9% | +12.8% | +18.6% |
| All | +38.7% | +27.3% | +11.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling