+117.4%
CSCO vs BDX
-1.6%
+119.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | 0.0% | -3.6% | +3.5% | +0.7% |
| 30D | -10.7% | +0.7% | -11.4% | -10.9% |
| 3M | -8.7% | +19.0% | -27.7% | -12.3% |
| 6M | +44.9% | +10.8% | +34.1% | +41.6% |
| YTD | +44.1% | +20.1% | +24.0% | +37.6% |
| 1Y | +65.9% | +23.1% | +42.8% | +57.1% |
| 3Y | +109.0% | -8.8% | +117.8% | +114.3% |
| All | +117.4% | -1.6% | +119.0% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling