-3.4%
BDX vs TXT
+12.6%
-16.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +1.3% | -11.1% | +12.3% | +4.4% |
| 3M | +20.2% | -13.0% | +33.2% | +24.2% |
| 6M | +8.6% | -16.2% | +24.8% | +13.1% |
| YTD | +19.0% | -8.7% | +27.7% | +20.7% |
| 1Y | +21.2% | -3.8% | +25.0% | +21.1% |
| 3Y | -9.7% | +5.5% | -15.2% | -13.4% |
| 5Y | -3.4% | +12.3% | -15.7% | -11.3% |
| All | -3.4% | +12.6% | -16.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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