+11,573.1%
COST vs BDX
+5,237.1%
+6,336.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -2.8% | -3.6% | +0.8% | -1.8% |
| 30D | -5.3% | +0.7% | -5.9% | -5.5% |
| 3M | -6.7% | +19.0% | -25.6% | -11.2% |
| 6M | -9.9% | +10.8% | -20.7% | -12.8% |
| YTD | +5.1% | +20.1% | -15.0% | -0.8% |
| 1Y | -7.3% | +23.1% | -30.4% | -13.3% |
| 3Y | +70.4% | -8.8% | +79.2% | +70.1% |
| 5Y | +104.4% | -1.4% | +105.8% | +98.2% |
| 10Y | +609.0% | +60.5% | +548.5% | +483.0% |
| All | +11,573.1% | +5,237.1% | +6,336.0% | +2,836.0% |
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