+160.0%
EXPE vs BDX
+59.3%
+100.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -5.8% | -3.2% | -2.6% | -4.5% |
| 30D | -13.6% | -2.5% | -11.1% | -12.7% |
| 3M | +25.2% | +21.4% | +3.8% | +16.4% |
| 6M | +22.3% | +10.4% | +11.9% | +17.8% |
| YTD | -0.3% | +18.8% | -19.1% | -7.1% |
| 1Y | +27.8% | +21.7% | +6.1% | +17.9% |
| 3Y | +162.4% | -10.0% | +172.4% | +165.9% |
| 5Y | +95.8% | -1.8% | +97.6% | +90.9% |
| All | +160.0% | +59.3% | +100.7% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling