+43.2%
KO vs BDX
+54.0%
-10.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | -0.1% |
| 7D | +4.4% | +7.2% | -2.8% | +2.9% |
| 30D | +10.7% | +15.8% | -5.0% | +7.5% |
| 3M | +11.3% | +23.7% | -12.4% | +6.7% |
| 6M | +24.0% | +44.8% | -20.8% | +16.2% |
| YTD | +39.7% | +39.8% | -0.1% | +31.8% |
| 1Y | +43.2% | +52.3% | -9.1% | +31.5% |
| All | +43.2% | +54.0% | -10.8% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling