-25.8%
TE vs BDX
+54.0%
-79.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.6% | -9.1% | +1.9% |
| 7D | +3.8% | +7.2% | -3.4% | +11.2% |
| 30D | -26.2% | +15.8% | -42.0% | -14.2% |
| 3M | -49.7% | +23.7% | -73.4% | -36.8% |
| 6M | -46.5% | +44.8% | -91.3% | -18.4% |
| YTD | -59.1% | +39.8% | -98.9% | -33.9% |
| 1Y | -25.8% | +52.3% | -78.2% | +38.6% |
| All | -25.8% | +54.0% | -79.8% | +38.6% |
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