-2.0%
BDX vs TAP
-0.5%
-1.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -4.1% | -5.1% | +1.0% | -2.9% |
| 30D | +0.1% | -8.4% | +8.5% | +2.2% |
| 3M | +18.3% | -3.9% | +22.2% | +19.3% |
| 6M | +10.1% | -14.4% | +24.5% | +13.8% |
| YTD | +19.4% | -14.7% | +34.2% | +23.4% |
| 1Y | +22.3% | -18.7% | +41.0% | +27.6% |
| 3Y | -9.4% | -32.6% | +23.3% | -2.5% |
| 5Y | -2.0% | -1.4% | -0.6% | -3.0% |
| All | -2.0% | -0.5% | -1.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling