+4,224.1%
KO vs BDX
+5,136.8%
-912.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | -1.1% | -5.4% | +4.3% | +0.3% |
| 30D | +1.6% | -2.2% | +3.7% | +2.1% |
| 3M | +5.8% | +20.1% | -14.3% | +0.8% |
| 6M | +14.3% | +9.1% | +5.2% | +11.4% |
| YTD | +27.3% | +17.9% | +9.4% | +21.4% |
| 1Y | +33.2% | +22.1% | +11.1% | +25.7% |
| 3Y | +64.5% | -10.5% | +75.0% | +65.6% |
| 5Y | +83.1% | -2.6% | +85.7% | +79.4% |
| 10Y | +183.9% | +57.5% | +126.4% | +141.3% |
| All | +4,224.1% | +5,136.8% | -912.7% | +1,103.8% |
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 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