+6,160.6%
BDX vs COO
+5,462.0%
+698.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | +7.3% | +4.5% | +2.8% | +6.9% |
| 30D | +15.7% | +16.9% | -1.2% | +14.3% |
| 3M | +19.1% | -16.7% | +35.8% | +20.6% |
| 6M | +44.1% | +5.9% | +38.2% | +43.4% |
| YTD | +42.1% | -22.4% | +64.5% | +44.7% |
| 1Y | +52.6% | -10.1% | +62.7% | +53.7% |
| 3Y | +22.6% | -22.8% | +45.3% | +24.4% |
| 5Y | +23.3% | -41.4% | +64.7% | +27.2% |
| 10Y | +84.8% | +41.3% | +43.6% | +80.6% |
| All | +6,160.6% | +5,462.0% | +698.6% | +5,123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling