+45.9%
CSCO vs BDX
+54.0%
-8.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -4.9% | +1.2% |
| 7D | -6.1% | +7.2% | -13.2% | -5.4% |
| 30D | -8.2% | +15.8% | -23.9% | -6.8% |
| 3M | -14.6% | +23.7% | -38.3% | -12.8% |
| 6M | +12.7% | +44.8% | -32.1% | +15.6% |
| YTD | +37.0% | +39.8% | -2.8% | +43.6% |
| 1Y | +45.9% | +52.3% | -6.4% | +49.5% |
| All | +45.9% | +54.0% | -8.1% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling