+193,725.9%
CSCO vs BDX
+6,545.7%
+187,180.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.6% |
| 7D | +1.9% | +2.9% | -1.0% | +0.9% |
| 30D | -15.8% | +15.4% | -31.3% | -20.2% |
| 3M | -15.4% | +20.5% | -35.9% | -21.3% |
| 6M | -5.4% | +53.2% | -58.6% | -19.9% |
| YTD | +26.5% | +45.7% | -19.2% | +8.5% |
| 1Y | +25.9% | +47.3% | -21.4% | +7.4% |
| 3Y | +97.5% | +25.1% | +72.5% | +75.2% |
| 5Y | +93.0% | +27.4% | +65.6% | +67.8% |
| 10Y | +308.6% | +95.4% | +213.3% | +195.7% |
| All | +193,725.9% | +6,545.7% | +187,180.2% | +32,020.6% |
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