-50.0%
TE vs BDX
-4.6%
-45.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -3.0% |
| 7D | +15.0% | -3.6% | +18.5% | +15.2% |
| 30D | -7.5% | +0.7% | -8.2% | -7.6% |
| 3M | -42.0% | +19.0% | -60.9% | -43.0% |
| 6M | -31.4% | +10.8% | -42.2% | -31.9% |
| YTD | -26.5% | +20.1% | -46.6% | -28.5% |
| 1Y | +153.1% | +23.1% | +130.0% | +143.6% |
| 3Y | -20.7% | -8.8% | -11.9% | -18.2% |
| 5Y | -45.4% | -1.4% | -44.0% | -44.6% |
| All | -50.0% | -4.6% | -45.4% | -49.0% |
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