+45.6%
CSX vs BDX
+58.7%
-13.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | -2.2% | +8.4% | -10.6% | -3.9% |
| 30D | +6.8% | +17.1% | -10.3% | +3.5% |
| 3M | +0.7% | +22.4% | -21.7% | -3.2% |
| 6M | +13.3% | +45.9% | -32.7% | +4.9% |
| YTD | +40.5% | +43.8% | -3.3% | +31.0% |
| All | +45.6% | +58.7% | -13.1% | +32.4% |
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