-22.6%
CLX vs BDX
+27.1%
-49.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +9.5% | +2.9% | +6.6% | +8.4% |
| 30D | +30.7% | +15.4% | +15.3% | +24.3% |
| 3M | +4.2% | +20.5% | -16.3% | -2.3% |
| 6M | +22.1% | +53.2% | -31.1% | +5.8% |
| YTD | +14.1% | +45.7% | -31.6% | +0.3% |
| 1Y | +10.3% | +47.3% | -36.9% | -3.3% |
| 3Y | -7.8% | +25.1% | -32.9% | -16.6% |
| All | -22.6% | +27.1% | -49.7% | -32.2% |
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