-25.1%
TGT vs BDX
-2.2%
-22.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -5.2% | -3.2% | -2.1% | -4.1% |
| 30D | +1.2% | -2.5% | +3.7% | +2.1% |
| 3M | +18.4% | +21.4% | -3.0% | +10.2% |
| 6M | +33.4% | +10.4% | +23.0% | +28.2% |
| YTD | +63.8% | +18.8% | +45.0% | +52.6% |
| 1Y | +77.2% | +21.7% | +55.5% | +63.4% |
| 3Y | +41.8% | -10.0% | +51.7% | +43.4% |
| All | -25.1% | -2.2% | -22.9% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling