+104.4%
BDX vs CG
+278.5%
-174.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +15.4% | +11.2% | +4.2% | +13.2% |
| 3M | +20.5% | -22.1% | +42.6% | +25.4% |
| 6M | +53.2% | -17.9% | +71.1% | +57.6% |
| YTD | +45.7% | -31.3% | +77.0% | +53.7% |
| 1Y | +47.3% | -24.0% | +71.2% | +52.5% |
| 3Y | +25.1% | +45.0% | -19.9% | +12.4% |
| 5Y | +27.4% | -22.6% | +50.1% | +23.9% |
| All | +104.4% | +278.5% | -174.0% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling