+47.3%
BDX vs TAP
-7.2%
+54.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | 0.0% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | +15.4% | +5.7% | +9.7% | +13.1% |
| 3M | +20.5% | -1.9% | +22.4% | +21.0% |
| 6M | +53.2% | +0.9% | +52.2% | +51.6% |
| YTD | +45.7% | -9.5% | +55.2% | +48.5% |
| 1Y | +47.3% | -9.0% | +56.2% | +49.5% |
| All | +47.3% | -7.2% | +54.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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