-4.4%
CLX vs BDX
+59.3%
-63.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -5.7% | -3.2% | -2.5% | -4.8% |
| 30D | -17.0% | -2.5% | -14.5% | -16.4% |
| 3M | -9.7% | +21.4% | -31.1% | -14.7% |
| 6M | -19.8% | +10.4% | -30.2% | -22.3% |
| YTD | -9.8% | +18.8% | -28.7% | -14.4% |
| 1Y | -26.2% | +21.7% | -47.9% | -30.5% |
| 3Y | -36.2% | -10.0% | -26.2% | -35.7% |
| 5Y | -38.3% | -1.8% | -36.5% | -39.9% |
| All | -4.4% | +59.3% | -63.7% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling