+42.7%
CI vs BDX
-1.9%
+44.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -1.1% | -3.6% | +2.4% | +0.1% |
| 30D | +0.5% | +0.7% | -0.2% | +0.2% |
| 3M | -5.2% | +19.0% | -24.1% | -10.8% |
| 6M | +4.3% | +10.8% | -6.5% | +0.4% |
| YTD | +2.8% | +20.1% | -17.4% | -4.2% |
| 1Y | -5.8% | +23.1% | -28.9% | -12.9% |
| 3Y | +4.7% | -8.8% | +13.6% | +7.3% |
| 5Y | +42.7% | -1.4% | +44.1% | +41.1% |
| All | +42.7% | -1.9% | +44.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling