+56.7%
BDX vs TECK
+377.7%
-321.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -3.2% | -3.8% | +0.7% | -2.9% |
| 30D | -2.5% | +0.7% | -3.3% | -2.7% |
| 3M | +21.4% | +4.6% | +16.8% | +20.7% |
| 6M | +10.4% | +25.1% | -14.7% | +7.7% |
| YTD | +18.8% | +39.2% | -20.3% | +14.7% |
| 1Y | +21.7% | +60.3% | -38.6% | +15.9% |
| 3Y | -10.0% | +62.9% | -72.9% | -15.6% |
| 5Y | -1.8% | +181.5% | -183.3% | -13.3% |
| All | +56.7% | +377.7% | -321.0% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling