+58.4%
BDX vs COO
+37.7%
+20.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | +3.4% |
| 7D | -3.6% | -9.0% | +5.4% | -0.1% |
| 30D | +0.7% | -16.8% | +17.5% | +8.0% |
| 3M | +19.0% | -7.5% | +26.4% | +22.5% |
| 6M | +10.8% | -16.3% | +27.1% | +18.3% |
| YTD | +20.1% | -22.5% | +42.7% | +32.0% |
| 1Y | +23.1% | -7.0% | +30.1% | +25.9% |
| 3Y | -8.8% | -27.5% | +18.6% | -0.6% |
| 5Y | -1.4% | -43.3% | +41.9% | +16.0% |
| All | +58.4% | +37.7% | +20.6% | +20.0% |
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