-7.5%
T vs BDX
+22.7%
-30.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +1.5% | -3.2% | +4.6% | +2.2% |
| 30D | +7.5% | -2.5% | +10.0% | +8.1% |
| 3M | +14.8% | +21.4% | -6.6% | +10.1% |
| 6M | -1.7% | +10.4% | -12.2% | -4.0% |
| YTD | +8.7% | +18.8% | -10.1% | +4.0% |
| 1Y | -7.5% | +21.7% | -29.1% | -12.6% |
| All | -7.5% | +22.7% | -30.2% | -12.6% |
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