+5,308.1%
BDX vs TXT
+2,070.1%
+3,238.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -2.5% | -4.8% | +2.3% | -1.7% |
| 30D | +8.3% | -10.6% | +18.9% | +10.3% |
| 3M | +24.4% | -13.2% | +37.6% | +27.2% |
| 6M | +9.2% | -20.3% | +29.5% | +13.2% |
| YTD | +22.7% | -9.3% | +32.0% | +24.2% |
| 1Y | +25.9% | -2.7% | +28.6% | +25.9% |
| 3Y | -10.5% | +1.4% | -11.9% | -11.7% |
| 5Y | +1.9% | +9.6% | -7.6% | -1.7% |
| 10Y | +58.7% | +94.9% | -36.2% | +32.5% |
| All | +5,308.1% | +2,070.1% | +3,238.0% | +2,199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling