+23.3%
BDX vs COO
-41.3%
+64.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | +7.3% | +4.5% | +2.8% | +5.7% |
| 30D | +15.7% | +16.9% | -1.2% | +9.6% |
| 3M | +19.1% | -16.7% | +35.8% | +26.2% |
| 6M | +44.1% | +5.9% | +38.2% | +40.3% |
| YTD | +42.1% | -22.4% | +64.5% | +53.7% |
| 1Y | +52.6% | -10.1% | +62.7% | +57.2% |
| 3Y | +22.6% | -22.8% | +45.3% | +28.6% |
| 5Y | +23.3% | -41.4% | +64.7% | +33.8% |
| All | +23.3% | -41.3% | +64.6% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling