+482.4%
CSX vs BDX
+53.5%
+428.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.3% |
| 7D | +0.6% | -4.3% | +4.9% | +2.2% |
| 30D | -2.3% | +1.3% | -3.5% | -2.8% |
| 3M | +4.3% | +20.2% | -16.0% | -2.9% |
| 6M | +23.4% | +8.6% | +14.8% | +19.0% |
| YTD | +36.4% | +19.0% | +17.4% | +26.8% |
| 1Y | +53.0% | +21.2% | +31.9% | +41.1% |
| 3Y | +70.6% | -9.7% | +80.3% | +73.1% |
| 5Y | +65.5% | -3.4% | +68.9% | +61.4% |
| 10Y | +482.4% | +53.9% | +428.5% | +386.2% |
| All | +482.4% | +53.5% | +428.8% | +386.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling