+78.3%
CSX vs BDX
+25.0%
+53.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +6.0% | +2.9% | +3.1% | +5.2% |
| 30D | +7.8% | +15.4% | -7.6% | +4.1% |
| 3M | +4.1% | +20.5% | -16.4% | -0.6% |
| 6M | +17.9% | +53.2% | -35.3% | +5.8% |
| YTD | +44.9% | +45.7% | -0.8% | +31.6% |
| 1Y | +51.1% | +47.3% | +3.9% | +36.8% |
| 3Y | +78.3% | +25.1% | +53.2% | +66.7% |
| All | +78.3% | +25.0% | +53.3% | +66.7% |
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 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