+8,015.2%
CI vs BDX
+6,267.7%
+1,747.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +10.7% | +18.9% | -8.3% | +4.2% |
| 6M | +5.5% | +51.8% | -46.3% | -8.9% |
| YTD | +11.4% | +43.3% | -32.0% | -2.4% |
| 1Y | +15.0% | +48.0% | -32.9% | -0.3% |
| 3Y | +9.0% | +23.7% | -14.7% | -1.2% |
| 5Y | +52.0% | +24.9% | +27.1% | +36.2% |
| 10Y | +150.9% | +92.2% | +58.7% | +94.1% |
| All | +8,015.2% | +6,267.7% | +1,747.5% | +2,028.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling