+287.5%
CAH vs BDX
+59.3%
+228.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.1% | -3.2% | -1.9% | -4.0% |
| 30D | +0.2% | -2.5% | +2.7% | +1.0% |
| 3M | +6.3% | +21.4% | -15.1% | -1.0% |
| 6M | +9.4% | +10.4% | -1.0% | +5.0% |
| YTD | +15.0% | +18.8% | -3.9% | +7.1% |
| 1Y | +55.4% | +21.7% | +33.8% | +43.1% |
| 3Y | +173.8% | -10.0% | +183.8% | +178.9% |
| 5Y | +395.2% | -1.8% | +397.0% | +377.2% |
| All | +287.5% | +59.3% | +228.2% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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