+219.9%
CTVA vs BDX
+12.8%
+207.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -5.8% | -3.6% | -2.3% | -4.5% |
| 30D | +11.1% | +0.7% | +10.4% | +10.7% |
| 3M | +13.2% | +19.0% | -5.7% | +5.7% |
| 6M | +8.7% | +10.8% | -2.1% | +3.9% |
| YTD | +27.3% | +20.1% | +7.1% | +17.4% |
| 1Y | +18.0% | +23.1% | -5.1% | +7.4% |
| 3Y | +76.5% | -8.8% | +85.3% | +80.5% |
| 5Y | +105.1% | -1.4% | +106.5% | +99.6% |
| All | +219.9% | +12.8% | +207.1% | +148.6% |
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