+5,308.1%
BDX vs TAP
+825.0%
+4,483.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -2.5% | -2.3% | -0.2% | -2.2% |
| 30D | +8.3% | -2.1% | +10.4% | +8.6% |
| 3M | +24.4% | +6.6% | +17.8% | +23.1% |
| 6M | +9.2% | -11.5% | +20.7% | +11.2% |
| YTD | +22.7% | -10.3% | +33.0% | +24.6% |
| 1Y | +25.9% | -14.4% | +40.3% | +28.6% |
| 3Y | -10.5% | -28.3% | +17.8% | -6.5% |
| 5Y | +1.9% | +1.7% | +0.2% | -0.1% |
| 10Y | +58.7% | -49.2% | +107.9% | +67.7% |
| All | +5,308.1% | +825.0% | +4,483.1% | +3,689.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling