+5.2%
BDX vs TENB
-9.4%
+14.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.5% |
| 7D | -3.2% | -12.1% | +8.9% | -1.8% |
| 30D | -2.5% | -18.6% | +16.1% | -0.6% |
| 3M | +21.4% | +12.1% | +9.4% | +18.5% |
| 6M | +10.4% | +46.8% | -36.4% | +3.6% |
| YTD | +18.8% | +28.0% | -9.1% | +13.1% |
| 1Y | +21.7% | -1.4% | +23.1% | +19.7% |
| 3Y | -10.0% | -33.9% | +24.0% | -8.0% |
| 5Y | -1.8% | -34.6% | +32.8% | -3.2% |
| All | +5.2% | -9.4% | +14.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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