+24.5%
COP vs BDX
-9.0%
+33.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -0.5% | -3.6% | +3.1% | 0.0% |
| 30D | +11.7% | +0.7% | +11.0% | +11.6% |
| 3M | +17.7% | +19.0% | -1.3% | +14.8% |
| 6M | +18.3% | +10.8% | +7.5% | +17.0% |
| YTD | +49.1% | +20.1% | +28.9% | +44.7% |
| 1Y | +53.3% | +23.1% | +30.2% | +48.0% |
| All | +24.5% | -9.0% | +33.4% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling