+60.5%
BDX vs CP
+224.3%
-163.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.3% |
| 7D | -3.6% | +0.6% | -4.1% | -3.7% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | +19.0% | +0.1% | +18.9% | +18.8% |
| 6M | +10.8% | +7.8% | +3.0% | +8.1% |
| YTD | +20.1% | +22.9% | -2.7% | +12.6% |
| 1Y | +23.1% | +21.3% | +1.8% | +15.8% |
| 3Y | -8.8% | +20.4% | -29.2% | -15.2% |
| 5Y | -1.4% | +34.9% | -36.4% | -12.8% |
| 10Y | +60.5% | +233.3% | -172.8% | +0.9% |
| All | +60.5% | +224.3% | -163.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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