+883.1%
BDX vs TRI
+509.5%
+373.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -3.2% | -7.9% | +4.7% | -1.2% |
| 30D | -2.5% | -4.5% | +2.0% | -1.6% |
| 3M | +21.4% | +22.1% | -0.7% | +14.6% |
| 6M | +10.4% | -2.8% | +13.2% | +9.5% |
| YTD | +18.8% | -23.4% | +42.2% | +24.2% |
| 1Y | +21.7% | -41.5% | +63.2% | +36.7% |
| 3Y | -10.0% | -19.2% | +9.3% | -8.7% |
| 5Y | -1.8% | -9.4% | +7.6% | -4.3% |
| 10Y | +58.8% | +195.6% | -136.8% | +10.2% |
| All | +883.1% | +509.5% | +373.6% | +392.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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