+1,136.0%
BDX vs TECK
+2,265.7%
-1,129.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.2% | -3.4% |
| 7D | -4.3% | +7.8% | -12.0% | -4.9% |
| 30D | +1.3% | +8.3% | -7.0% | +0.6% |
| 3M | +20.2% | +16.1% | +4.2% | +18.6% |
| 6M | +8.6% | +42.9% | -34.2% | +5.1% |
| YTD | +19.0% | +50.8% | -31.8% | +14.5% |
| 1Y | +21.2% | +106.1% | -84.9% | +13.5% |
| 3Y | -9.7% | +84.0% | -93.7% | -15.6% |
| 5Y | -3.4% | +223.5% | -226.9% | -15.0% |
| 10Y | +53.9% | +378.1% | -324.2% | +25.0% |
| All | +1,136.0% | +2,265.7% | -1,129.8% | +825.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling