+219.2%
CVX vs BDX
+59.3%
+159.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.6% |
| 30D | +9.8% | -2.5% | +12.4% | +10.6% |
| 3M | +16.2% | +21.4% | -5.2% | +8.9% |
| 6M | +13.6% | +10.4% | +3.2% | +9.3% |
| YTD | +44.4% | +18.8% | +25.5% | +35.1% |
| 1Y | +40.6% | +21.7% | +18.9% | +30.2% |
| 3Y | +48.2% | -10.0% | +58.1% | +50.4% |
| 5Y | +172.3% | -1.8% | +174.1% | +162.0% |
| All | +219.2% | +59.3% | +159.9% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling