+167.0%
CVX vs BDX
-2.2%
+169.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +2.6% | -3.2% | +5.8% | +3.2% |
| 30D | +9.8% | -2.5% | +12.4% | +10.3% |
| 3M | +16.2% | +21.4% | -5.2% | +12.1% |
| 6M | +13.6% | +10.4% | +3.2% | +11.5% |
| YTD | +44.4% | +18.8% | +25.5% | +39.3% |
| 1Y | +40.6% | +21.7% | +18.9% | +34.8% |
| 3Y | +48.2% | -10.0% | +58.1% | +50.3% |
| All | +167.0% | -2.2% | +169.2% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling