+104.4%
BDX vs COO
+41.1%
+63.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +15.4% | +14.2% | +1.3% | +9.8% |
| 3M | +20.5% | -18.2% | +38.7% | +29.2% |
| 6M | +53.2% | +5.3% | +47.8% | +48.9% |
| YTD | +45.7% | -23.6% | +69.2% | +59.7% |
| 1Y | +47.3% | -12.7% | +59.9% | +53.4% |
| 3Y | +25.1% | -24.2% | +49.2% | +33.0% |
| 5Y | +27.4% | -40.0% | +67.4% | +45.3% |
| All | +104.4% | +41.1% | +63.4% | +52.0% |
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