-2.6%
BDX vs TECH
-42.4%
+39.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +20.1% | +37.4% | -17.4% | +11.4% |
| 6M | +9.1% | +36.9% | -27.8% | +0.2% |
| YTD | +17.9% | +23.1% | -5.2% | +10.6% |
| 1Y | +22.1% | +42.2% | -20.2% | +10.4% |
| 3Y | -10.5% | +1.9% | -12.5% | -15.5% |
| 5Y | -2.6% | -42.9% | +40.3% | -3.2% |
| All | -2.6% | -42.4% | +39.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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