+52.3%
BDX vs CG
-14.1%
+66.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.0% | +4.9% |
| 7D | +7.2% | +9.4% | -2.3% | +5.9% |
| 30D | +15.8% | +8.7% | +7.1% | +14.3% |
| 3M | +23.7% | -15.0% | +38.7% | +25.4% |
| 6M | +44.8% | -13.2% | +58.0% | +46.5% |
| YTD | +39.8% | -26.2% | +65.9% | +43.4% |
| 1Y | +52.3% | -14.1% | +66.4% | +46.3% |
| All | +52.3% | -14.1% | +66.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling