-5.5%
CI vs BDX
+27.3%
-32.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | +1.3% | -2.5% | +3.8% | +2.2% |
| 30D | +4.4% | +8.3% | -3.8% | +1.7% |
| 3M | +0.7% | +24.4% | -23.7% | -6.7% |
| 6M | +0.3% | +9.2% | -8.8% | -1.7% |
| YTD | +3.8% | +22.7% | -18.9% | -6.3% |
| 1Y | -5.5% | +25.9% | -31.4% | -16.9% |
| All | -5.5% | +27.3% | -32.8% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling