-21.9%
CLX vs BDX
+27.3%
-49.1%
-31.4%
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% | -0.5% |
| 7D | -9.2% | -2.5% | -6.7% | -8.1% |
| 30D | -11.0% | +8.3% | -19.3% | -14.5% |
| 3M | +5.0% | +24.4% | -19.4% | -5.9% |
| 6M | -18.8% | +9.2% | -28.0% | -23.3% |
| YTD | -4.4% | +22.7% | -27.1% | -13.5% |
| 1Y | -21.9% | +25.9% | -47.7% | -29.5% |
| All | -21.9% | +27.3% | -49.1% | -29.5% |
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 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