+52.0%
CI vs BDX
+24.6%
+27.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.3% | +2.5% | -3.8% | -2.2% |
| 30D | +6.4% | +13.6% | -7.2% | +1.9% |
| 3M | +10.7% | +18.9% | -8.3% | +4.3% |
| 6M | +5.5% | +51.8% | -46.3% | -8.5% |
| YTD | +11.4% | +43.3% | -32.0% | -2.1% |
| 1Y | +15.0% | +48.0% | -32.9% | 0.0% |
| 3Y | +9.0% | +23.7% | -14.7% | -0.5% |
| 5Y | +52.0% | +24.9% | +27.1% | +37.6% |
| All | +52.0% | +24.6% | +27.4% | +37.6% |
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 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