+668.9%
TEL vs BDX
+339.4%
+329.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.7% |
| 7D | +1.2% | -3.6% | +4.8% | +3.2% |
| 30D | -4.1% | +0.7% | -4.8% | -4.6% |
| 3M | -2.6% | +19.0% | -21.5% | -12.1% |
| 6M | 0.0% | +10.8% | -10.8% | -6.3% |
| YTD | -9.1% | +20.1% | -29.2% | -19.0% |
| 1Y | -0.8% | +23.1% | -23.9% | -13.1% |
| 3Y | +67.4% | -8.8% | +76.2% | +68.3% |
| 5Y | +51.8% | -1.4% | +53.2% | +42.5% |
| 10Y | +299.4% | +60.5% | +238.9% | +146.7% |
| All | +668.9% | +339.4% | +329.5% | +114.0% |
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