+9,714.3%
CSX vs BDX
+6,189.4%
+3,525.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -5.5% | +7.1% | -12.6% | -7.6% |
| 30D | +4.9% | +17.6% | -12.7% | -0.3% |
| 3M | -2.9% | +20.4% | -23.2% | -8.5% |
| 6M | +8.3% | +48.3% | -39.9% | -5.0% |
| YTD | +36.7% | +41.6% | -4.8% | +21.4% |
| 1Y | +41.5% | +55.7% | -14.2% | +21.8% |
| 3Y | +68.6% | +10.6% | +58.0% | +59.1% |
| 5Y | +48.4% | +24.0% | +24.4% | +34.3% |
| 10Y | +446.6% | +84.8% | +361.8% | +328.3% |
| All | +9,714.3% | +6,189.4% | +3,525.0% | +2,532.1% |
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 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