+52.6%
BDX vs CP
+32.8%
+19.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | +7.3% | +2.8% | +4.5% | +6.0% |
| 30D | +15.7% | +11.0% | +4.7% | +10.6% |
| 3M | +19.1% | +3.8% | +15.2% | +17.0% |
| 6M | +44.1% | +9.5% | +34.6% | +38.2% |
| YTD | +42.1% | +28.2% | +13.9% | +27.4% |
| 1Y | +52.6% | +33.0% | +19.7% | +33.7% |
| All | +52.6% | +32.8% | +19.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling