+23.1%
BDX vs COO
-7.1%
+30.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.2% | +7.2% | +4.0% |
| 7D | -3.6% | -9.0% | +5.4% | +0.9% |
| 30D | +0.7% | -16.8% | +17.5% | +10.2% |
| 3M | +19.0% | -7.5% | +26.4% | +23.3% |
| 6M | +10.8% | -16.3% | +27.1% | +19.5% |
| YTD | +20.1% | -22.5% | +42.7% | +33.9% |
| 1Y | +23.1% | -7.0% | +30.1% | +28.8% |
| All | +23.1% | -7.1% | +30.1% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling