+53.0%
CSX vs BDX
+21.6%
+31.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | +0.6% | -4.3% | +4.9% | +1.5% |
| 30D | -2.3% | +1.3% | -3.5% | -2.5% |
| 3M | +4.3% | +20.2% | -16.0% | +0.1% |
| 6M | +23.4% | +8.6% | +14.8% | +22.7% |
| YTD | +36.4% | +19.0% | +17.4% | +31.9% |
| 1Y | +53.0% | +21.2% | +31.9% | +47.7% |
| All | +53.0% | +21.6% | +31.5% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling