+4,518.6%
COP vs BDX
+5,185.2%
-666.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.4% |
| 7D | -0.8% | -4.3% | +3.4% | +0.3% |
| 30D | +15.6% | +1.3% | +14.3% | +15.2% |
| 3M | +14.3% | +20.2% | -5.9% | +8.6% |
| 6M | +17.0% | +8.6% | +8.4% | +13.6% |
| YTD | +47.4% | +19.0% | +28.5% | +39.6% |
| 1Y | +52.4% | +21.2% | +31.2% | +43.5% |
| 3Y | +20.8% | -9.7% | +30.5% | +21.2% |
| 5Y | +191.7% | -3.4% | +195.1% | +184.6% |
| 10Y | +325.1% | +53.9% | +271.2% | +262.6% |
| All | +4,518.6% | +5,185.2% | -666.5% | +1,936.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling