+9,986.1%
CSX vs BDX
+6,289.4%
+3,696.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.3% |
| 7D | -2.2% | +8.4% | -10.6% | -4.7% |
| 30D | +6.8% | +17.1% | -10.3% | +1.6% |
| 3M | +0.7% | +22.4% | -21.7% | -5.7% |
| 6M | +13.3% | +45.9% | -32.7% | -0.1% |
| YTD | +40.5% | +43.8% | -3.3% | +24.2% |
| 1Y | +44.7% | +57.8% | -13.1% | +24.1% |
| 3Y | +74.5% | +25.4% | +49.1% | +58.5% |
| 5Y | +52.0% | +26.0% | +26.0% | +36.8% |
| 10Y | +412.6% | +88.0% | +324.7% | +299.8% |
| All | +9,986.1% | +6,289.4% | +3,696.7% | +2,591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling