-9.1%
T vs BDX
+27.3%
-36.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -1.3% | -2.5% | +1.3% | -0.7% |
| 30D | +11.4% | +8.3% | +3.1% | +9.3% |
| 3M | +14.3% | +24.4% | -10.1% | +8.8% |
| 6M | -9.3% | +9.2% | -18.4% | -11.2% |
| YTD | +7.1% | +22.7% | -15.6% | +1.8% |
| 1Y | -9.1% | +25.9% | -35.0% | -14.5% |
| All | -9.1% | +27.3% | -36.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling