-2.6%
BDX vs CG
+2.7%
-5.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -5.4% | -9.8% | +4.4% | -4.0% |
| 30D | -2.2% | -10.3% | +8.1% | -0.7% |
| 3M | +20.1% | -1.7% | +21.7% | +20.1% |
| 6M | +9.1% | -9.8% | +18.9% | +10.3% |
| YTD | +17.9% | -25.6% | +43.5% | +22.3% |
| 1Y | +22.1% | -32.5% | +54.6% | +28.4% |
| 3Y | -10.5% | +45.6% | -56.2% | -18.5% |
| 5Y | -2.6% | +3.7% | -6.3% | -16.4% |
| All | -2.6% | +2.7% | -5.3% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling