+220,291.7%
CSCO vs BDX
+5,327.1%
+214,964.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +1.1% |
| 7D | -0.5% | -4.3% | +3.8% | +1.0% |
| 30D | -10.1% | +1.3% | -11.4% | -10.6% |
| 3M | -11.7% | +20.2% | -32.0% | -18.0% |
| 6M | +40.1% | +8.6% | +31.5% | +34.5% |
| YTD | +43.8% | +19.0% | +24.8% | +33.1% |
| 1Y | +66.6% | +21.2% | +45.4% | +52.8% |
| 3Y | +108.5% | -9.7% | +118.2% | +108.8% |
| 5Y | +114.0% | -3.4% | +117.4% | +106.4% |
| 10Y | +366.8% | +53.9% | +313.0% | +269.2% |
| All | +220,291.7% | +5,327.1% | +214,964.6% | +39,331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling