+14.1%
EXPE vs BDX
+10.0%
+4.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.1% | -4.8% | -5.6% |
| 7D | -9.8% | -4.3% | -5.5% | -6.6% |
| 30D | -11.5% | +1.3% | -12.8% | -12.0% |
| 3M | +21.7% | +20.2% | +1.5% | +6.2% |
| All | +14.1% | +10.0% | +4.1% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling