+104.4%
BDX vs CP
+257.3%
-152.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +2.9% | +2.1% | +0.8% | +2.2% |
| 30D | +15.4% | +9.3% | +6.1% | +12.4% |
| 3M | +20.5% | +0.5% | +20.1% | +20.3% |
| 6M | +53.2% | +10.4% | +42.8% | +48.5% |
| YTD | +45.7% | +28.7% | +17.0% | +34.7% |
| 1Y | +47.3% | +33.2% | +14.1% | +34.8% |
| 3Y | +25.1% | +38.4% | -13.4% | +11.5% |
| 5Y | +27.4% | +26.2% | +1.3% | +15.3% |
| All | +104.4% | +257.3% | -152.9% | +34.3% |
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