+55.4%
BDX vs COO
+17.5%
+37.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.7% | +12.8% | +3.7% |
| 7D | -5.4% | -23.3% | +17.9% | +4.1% |
| 30D | -2.2% | -29.5% | +27.3% | +11.2% |
| 3M | +20.1% | -20.0% | +40.0% | +30.0% |
| 6M | +9.1% | -27.2% | +36.3% | +22.2% |
| YTD | +17.9% | -33.9% | +51.8% | +36.9% |
| 1Y | +22.1% | -19.9% | +42.0% | +31.5% |
| 3Y | -10.5% | -38.1% | +27.6% | +3.1% |
| 5Y | -2.6% | -52.0% | +49.4% | +21.5% |
| All | +55.4% | +17.5% | +37.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling