-2.6%
BDX vs TECK
+180.4%
-183.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.4% |
| 7D | -5.4% | -4.2% | -1.2% | -5.1% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | +20.1% | +10.1% | +9.9% | +18.8% |
| 6M | +9.1% | +26.0% | -16.9% | +6.1% |
| YTD | +17.9% | +38.0% | -20.2% | +13.7% |
| 1Y | +22.1% | +63.8% | -41.7% | +15.7% |
| 3Y | -10.5% | +68.5% | -79.0% | -16.9% |
| 5Y | -2.6% | +179.2% | -181.8% | -9.2% |
| All | -2.6% | +180.4% | -183.0% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling