+106.1%
T vs BDX
-10.7%
+116.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | -2.4% | -5.4% | +3.0% | -1.4% |
| 30D | +4.3% | -2.2% | +6.5% | +4.7% |
| 3M | +11.6% | +20.1% | -8.5% | +7.8% |
| 6M | -5.6% | +9.1% | -14.6% | -7.3% |
| YTD | +6.6% | +17.9% | -11.3% | +3.1% |
| 1Y | -8.4% | +22.1% | -30.4% | -12.0% |
| All | +106.1% | -10.7% | +116.8% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling