+726.6%
EXPE vs BDX
+663.4%
+63.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.9% |
| 30D | -6.1% | +15.4% | -21.5% | -12.5% |
| 3M | -21.3% | +20.5% | -41.8% | -28.2% |
| 6M | +19.0% | +53.2% | -34.2% | -3.6% |
| YTD | -8.4% | +45.7% | -54.1% | -24.6% |
| 1Y | -2.8% | +47.3% | -50.1% | -20.3% |
| 3Y | +120.8% | +25.1% | +95.7% | +91.9% |
| 5Y | +46.2% | +27.4% | +18.7% | +23.8% |
| 10Y | +123.8% | +95.4% | +28.5% | +36.0% |
| All | +726.6% | +663.4% | +63.2% | +130.7% |
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