+44.9%
CSCO vs BDX
+10.4%
+34.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.3% |
| 7D | 0.0% | -4.1% | +4.1% | -0.9% |
| 30D | -10.7% | +0.1% | -10.8% | -10.5% |
| 3M | -8.7% | +18.3% | -27.0% | -4.3% |
| 6M | +44.9% | +10.1% | +34.8% | +62.1% |
| All | +44.9% | +10.4% | +34.5% | +62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling