+101.1%
BDX vs COO
+41.7%
+59.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +2.5% | -2.3% | +4.9% | +3.4% |
| 30D | +13.6% | +13.3% | +0.3% | +8.3% |
| 3M | +18.9% | -18.1% | +37.0% | +27.4% |
| 6M | +51.8% | +6.7% | +45.1% | +46.8% |
| YTD | +43.3% | -23.2% | +66.6% | +56.9% |
| 1Y | +48.0% | -12.3% | +60.3% | +53.9% |
| 3Y | +23.7% | -23.6% | +47.2% | +31.1% |
| 5Y | +24.9% | -38.7% | +63.6% | +41.2% |
| All | +101.1% | +41.7% | +59.4% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling