+148.6%
TE vs BDX
+27.3%
+121.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | -0.2% |
| 7D | -4.0% | -2.5% | -1.4% | -6.4% |
| 30D | -15.9% | +8.3% | -24.2% | -8.7% |
| 3M | -60.5% | +24.4% | -84.9% | -49.1% |
| 6M | -35.2% | +9.2% | -44.4% | -23.1% |
| YTD | -31.1% | +22.7% | -53.9% | -7.4% |
| 1Y | +148.6% | +25.9% | +122.8% | +222.1% |
| All | +148.6% | +27.3% | +121.4% | +222.1% |
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 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