+16.1%
BDX vs TLN
+716.6%
-700.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +1.0% |
| 7D | +2.5% | +15.9% | -13.3% | +2.9% |
| 30D | +13.6% | -0.3% | +13.8% | +13.7% |
| 3M | +18.9% | +5.8% | +13.1% | +19.3% |
| 6M | +51.8% | -1.2% | +53.0% | +52.2% |
| YTD | +43.3% | +1.0% | +42.3% | +43.6% |
| 1Y | +48.0% | +1.1% | +46.9% | +48.3% |
| 3Y | +23.7% | +591.7% | -568.0% | +15.8% |
| All | +16.1% | +716.6% | -700.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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