-9.4%
BDX vs CART
+14.3%
-23.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +3.0% | -2.7% |
| 7D | -4.3% | -4.1% | -0.2% | -4.1% |
| 30D | +1.3% | -4.3% | +5.6% | +1.5% |
| 3M | +20.2% | +13.1% | +7.1% | +19.4% |
| 6M | +8.6% | +26.0% | -17.4% | +6.9% |
| YTD | +19.0% | +6.7% | +12.3% | +18.7% |
| 1Y | +21.2% | +6.3% | +14.9% | +20.5% |
| All | -9.4% | +14.3% | -23.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CART 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling