+145.2%
TE vs BDX
+22.7%
+122.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +1.5% |
| 7D | +0.2% | -3.2% | +3.4% | -2.9% |
| 30D | -5.9% | -2.5% | -3.4% | -8.2% |
| 3M | -45.6% | +21.4% | -67.0% | -31.5% |
| 6M | -43.4% | +10.4% | -53.8% | -32.4% |
| YTD | -31.0% | +18.8% | -49.8% | -9.2% |
| 1Y | +145.2% | +21.7% | +123.5% | +220.2% |
| All | +145.2% | +22.7% | +122.5% | +220.2% |
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