-1.9%
BDX vs TDY
+39.0%
-40.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -3.2% | -1.1% | -2.0% | -2.8% |
| 30D | -2.5% | -12.0% | +9.5% | +1.2% |
| 3M | +21.4% | -3.2% | +24.6% | +22.2% |
| 6M | +10.4% | -7.9% | +18.3% | +12.6% |
| YTD | +18.8% | +18.2% | +0.6% | +11.4% |
| 1Y | +21.7% | +6.7% | +15.0% | +17.8% |
| 3Y | -10.0% | +47.5% | -57.5% | -22.2% |
| All | -1.9% | +39.0% | -40.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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