+69.1%
CSCO vs BDX
+22.7%
+46.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.4% |
| 7D | +2.7% | -3.2% | +5.8% | +2.5% |
| 30D | -9.5% | -2.5% | -6.9% | -9.6% |
| 3M | -7.6% | +21.4% | -29.0% | -6.8% |
| 6M | +44.9% | +10.4% | +34.5% | +48.7% |
| YTD | +47.7% | +18.8% | +28.9% | +51.1% |
| 1Y | +69.1% | +21.7% | +47.4% | +73.4% |
| All | +69.1% | +22.7% | +46.3% | +73.4% |
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 2025-09-11 to 2026-09-11: 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling