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  • CCL vs BDX✓SelectedUSD · BDXCCL vs BDX performance historyLatest closeAs of-1.32%09/08
Stock and ETF performance explorer

CCL vs BDX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+795.8%
BDX return
+5,185.2%
Excess return
-4,389.4%
Maximum drawdown
-90.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioBDXExcessAlpha
1D-1.3%-3.1%+1.7%-0.2%
7D-0.1%-4.3%+4.2%+1.5%
30D-20.0%+1.3%-21.2%-20.4%
3M-13.7%+20.2%-33.9%-19.5%
6M-9.0%+8.6%-17.6%-11.9%
YTD-22.8%+19.0%-41.8%-27.8%
1Y-25.3%+21.2%-46.5%-30.7%
3Y+54.1%-9.7%+63.8%+56.7%
5Y+3.5%-3.4%+6.9%+2.3%
10Y-41.0%+53.9%-94.9%-51.5%
All+795.8%+5,185.2%-4,389.4%+100.1%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling