+309.3%
TEL vs BDX
+59.3%
+250.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | +1.6% | -3.2% | +4.7% | +2.9% |
| 30D | -0.7% | -2.5% | +1.9% | +0.3% |
| 3M | +2.4% | +21.4% | -19.0% | -5.8% |
| 6M | +4.1% | +10.4% | -6.3% | -0.5% |
| YTD | -5.8% | +18.8% | -24.7% | -13.0% |
| 1Y | +0.9% | +21.7% | -20.8% | -7.9% |
| 3Y | +72.6% | -10.0% | +82.6% | +75.5% |
| 5Y | +57.5% | -1.8% | +59.4% | +51.7% |
| All | +309.3% | +59.3% | +250.0% | +230.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling