+22.1%
BDX vs CPB
-33.6%
+55.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -0.8% |
| 7D | -5.4% | -5.4% | 0.0% | -4.1% |
| 30D | -2.2% | -7.8% | +5.7% | -0.4% |
| 3M | +20.1% | -6.9% | +27.0% | +21.4% |
| 6M | +9.1% | -12.2% | +21.2% | +11.3% |
| YTD | +17.9% | -21.1% | +39.0% | +22.2% |
| 1Y | +22.1% | -33.5% | +55.6% | +34.6% |
| All | +22.1% | -33.6% | +55.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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