+1,179.8%
BDX vs TDY
+6,969.6%
-5,789.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -5.4% | -1.9% | -3.5% | -5.1% |
| 30D | -2.2% | -12.5% | +10.3% | -0.2% |
| 3M | +20.1% | -0.8% | +20.9% | +20.1% |
| 6M | +9.1% | -9.0% | +18.0% | +10.4% |
| YTD | +17.9% | +16.8% | +1.1% | +14.7% |
| 1Y | +22.1% | +9.5% | +12.6% | +19.9% |
| 3Y | -10.5% | +45.4% | -55.9% | -16.1% |
| 5Y | -2.6% | +37.8% | -40.4% | -8.4% |
| 10Y | +57.5% | +470.2% | -412.7% | +20.5% |
| All | +1,179.8% | +6,969.6% | -5,789.8% | +769.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling