+74.7%
CSX vs BDX
-6.9%
+81.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -3.4% | -2.5% | -0.9% | -2.8% |
| 30D | -3.1% | +8.3% | -11.3% | -4.9% |
| 3M | +7.2% | +24.4% | -17.2% | +1.4% |
| 6M | +16.2% | +9.2% | +7.0% | +13.7% |
| YTD | +37.5% | +22.7% | +14.8% | +30.4% |
| 1Y | +53.2% | +25.9% | +27.4% | +44.2% |
| All | +74.7% | -6.9% | +81.7% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling