+379.9%
CSCO vs BDX
+59.3%
+320.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +2.7% | -3.2% | +5.8% | +3.8% |
| 30D | -9.5% | -2.5% | -6.9% | -8.8% |
| 3M | -7.6% | +21.4% | -29.0% | -14.0% |
| 6M | +44.9% | +10.4% | +34.5% | +39.0% |
| YTD | +47.7% | +18.8% | +28.9% | +37.5% |
| 1Y | +69.1% | +21.7% | +47.4% | +55.7% |
| 3Y | +113.5% | -10.0% | +123.5% | +116.9% |
| 5Y | +122.8% | -1.8% | +124.6% | +114.7% |
| All | +379.9% | +59.3% | +320.6% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling