+24.9%
BDX vs CPB
-33.9%
+58.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +2.5% | -4.1% | +6.6% | +3.7% |
| 30D | +13.6% | +16.9% | -3.4% | +8.9% |
| 3M | +18.9% | -0.6% | +19.5% | +18.7% |
| 6M | +51.8% | +11.4% | +40.4% | +46.9% |
| YTD | +43.3% | -14.8% | +58.2% | +47.7% |
| 1Y | +48.0% | -24.8% | +72.7% | +57.5% |
| 3Y | +23.7% | -36.6% | +60.3% | +35.7% |
| 5Y | +24.9% | -33.3% | +58.2% | +34.6% |
| All | +24.9% | -33.9% | +58.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling