+70.3%
T vs BDX
+59.3%
+11.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +1.5% | -3.2% | +4.6% | +2.3% |
| 30D | +7.5% | -2.5% | +10.0% | +8.2% |
| 3M | +14.8% | +21.4% | -6.6% | +8.8% |
| 6M | -1.7% | +10.4% | -12.2% | -4.7% |
| YTD | +8.7% | +18.8% | -10.1% | +3.1% |
| 1Y | -7.5% | +21.7% | -29.1% | -12.9% |
| 3Y | +110.2% | -10.0% | +120.2% | +113.0% |
| 5Y | +71.6% | -1.8% | +73.5% | +67.8% |
| All | +70.3% | +59.3% | +11.0% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling