+1,622.6%
T vs BDX
+6,371.9%
-4,749.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +2.5% | +2.9% | -0.4% | +1.8% |
| 30D | -3.8% | +15.4% | -19.2% | -7.1% |
| 3M | -8.7% | +20.5% | -29.3% | -12.9% |
| 6M | -8.1% | +53.2% | -61.3% | -17.3% |
| YTD | -6.4% | +45.7% | -52.1% | -15.1% |
| 1Y | -9.8% | +47.3% | -57.0% | -18.3% |
| 3Y | +65.5% | +25.1% | +40.4% | +53.8% |
| 5Y | +57.0% | +27.4% | +29.5% | +44.3% |
| 10Y | +60.8% | +95.4% | -34.6% | +30.8% |
| All | +1,622.6% | +6,371.9% | -4,749.3% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling