+88.3%
EXPE vs BDX
-1.9%
+90.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -11.5% | -3.6% | -8.0% | -10.0% |
| 30D | -13.1% | +0.7% | -13.7% | -13.2% |
| 3M | +18.1% | +19.0% | -0.8% | +9.8% |
| 6M | +13.3% | +10.8% | +2.5% | +8.3% |
| YTD | -3.2% | +20.1% | -23.4% | -11.2% |
| 1Y | +26.1% | +23.1% | +3.1% | +14.5% |
| 3Y | +151.7% | -8.8% | +160.5% | +153.4% |
| 5Y | +88.3% | -1.4% | +89.8% | +81.8% |
| All | +88.3% | -1.9% | +90.3% | +81.8% |
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 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