+52.3%
BDX vs TECK
+59.3%
-7.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +5.4% |
| 7D | +7.2% | +2.3% | +4.9% | +7.1% |
| 30D | +15.8% | -5.0% | +20.8% | +16.0% |
| 3M | +23.7% | -0.3% | +24.0% | +23.6% |
| 6M | +44.8% | +13.9% | +31.0% | +41.4% |
| YTD | +39.8% | +35.2% | +4.6% | +32.0% |
| 1Y | +52.3% | +57.5% | -5.2% | +40.9% |
| All | +52.3% | +59.3% | -7.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling