+104.6%
CSCO vs BDX
-10.7%
+115.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -1.1% | -5.4% | +4.3% | -0.4% |
| 30D | -10.8% | -2.2% | -8.6% | -10.5% |
| 3M | -9.2% | +20.1% | -29.3% | -11.7% |
| 6M | +39.5% | +9.1% | +30.5% | +38.2% |
| YTD | +41.5% | +17.9% | +23.6% | +37.9% |
| 1Y | +61.0% | +22.1% | +38.9% | +55.5% |
| All | +104.6% | -10.7% | +115.3% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling