+4,803.1%
CVX vs BDX
+5,205.8%
-402.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | -4.1% | +5.1% | +2.1% |
| 30D | +10.7% | +0.1% | +10.6% | +10.6% |
| 3M | +15.5% | +18.3% | -2.8% | +10.1% |
| 6M | +14.9% | +10.1% | +4.8% | +11.2% |
| YTD | +44.2% | +19.4% | +24.8% | +36.4% |
| 1Y | +43.5% | +22.3% | +21.2% | +34.7% |
| 3Y | +45.0% | -9.4% | +54.3% | +45.4% |
| 5Y | +172.2% | -2.0% | +174.2% | +164.4% |
| 10Y | +221.9% | +59.6% | +162.3% | +173.1% |
| All | +4,803.1% | +5,205.8% | -402.7% | +2,042.5% |
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