+3.9%
CI vs BDX
-9.6%
+13.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.0% |
| 7D | -2.0% | -4.3% | +2.3% | -0.9% |
| 30D | -1.8% | +1.3% | -3.1% | -2.2% |
| 3M | -4.2% | +20.2% | -24.5% | -9.0% |
| 6M | +2.7% | +8.6% | -5.9% | +0.1% |
| YTD | +1.9% | +19.0% | -17.1% | -3.4% |
| 1Y | -6.3% | +21.2% | -27.4% | -11.7% |
| 3Y | +3.9% | -9.7% | +13.6% | +5.6% |
| All | +3.9% | -9.6% | +13.5% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling