+14,450.6%
CAH vs BDX
+5,179.2%
+9,271.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.1% | -3.2% | -1.9% | -4.1% |
| 30D | +0.2% | -2.5% | +2.7% | +1.0% |
| 3M | +6.3% | +21.4% | -15.1% | -0.6% |
| 6M | +9.4% | +10.4% | -1.0% | +5.2% |
| YTD | +15.0% | +18.8% | -3.9% | +7.6% |
| 1Y | +55.4% | +21.7% | +33.8% | +44.0% |
| 3Y | +173.8% | -10.0% | +183.8% | +174.5% |
| 5Y | +395.2% | -1.8% | +397.0% | +377.4% |
| 10Y | +293.2% | +58.8% | +234.5% | +218.6% |
| All | +14,450.6% | +5,179.2% | +9,271.4% | +4,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling