-8.6%
TEL vs BDX
+54.0%
-62.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.9% |
| 7D | -0.5% | +7.2% | -7.7% | -1.8% |
| 30D | +0.6% | +15.8% | -15.2% | -2.6% |
| 3M | +2.0% | +23.7% | -21.7% | -3.0% |
| 6M | +8.1% | +44.8% | -36.7% | -2.1% |
| YTD | -2.2% | +39.8% | -41.9% | -10.1% |
| 1Y | -8.6% | +52.3% | -60.9% | -18.0% |
| All | -8.6% | +54.0% | -62.6% | -18.0% |
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 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