+97.5%
CSCO vs BDX
+25.0%
+72.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.3% |
| 7D | +1.9% | +2.9% | -1.0% | +1.6% |
| 30D | -15.8% | +15.4% | -31.3% | -17.0% |
| 3M | -15.4% | +20.5% | -35.9% | -17.0% |
| 6M | -5.4% | +53.2% | -58.6% | -10.4% |
| YTD | +26.5% | +45.7% | -19.2% | +20.8% |
| 1Y | +25.9% | +47.3% | -21.4% | +20.0% |
| 3Y | +97.5% | +25.1% | +72.5% | +96.0% |
| All | +97.5% | +25.0% | +72.6% | +96.0% |
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 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