+338.5%
COP vs BDX
+59.3%
+279.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +2.3% | -3.2% | +5.5% | +3.2% |
| 30D | +8.6% | -2.5% | +11.2% | +9.4% |
| 3M | +19.9% | +21.4% | -1.6% | +12.8% |
| 6M | +19.0% | +10.4% | +8.6% | +14.8% |
| YTD | +50.0% | +18.8% | +31.1% | +41.0% |
| 1Y | +50.5% | +21.7% | +28.8% | +40.3% |
| 3Y | +25.2% | -10.0% | +35.2% | +26.7% |
| 5Y | +194.3% | -1.8% | +196.1% | +184.3% |
| All | +338.5% | +59.3% | +279.2% | +284.5% |
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 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