+25.4%
TMO vs BDX
+54.0%
-28.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.4% | -1.1% |
| 7D | +0.3% | +7.2% | -6.9% | -2.6% |
| 30D | +4.3% | +15.8% | -11.4% | -2.0% |
| 3M | +25.1% | +23.7% | +1.4% | +14.1% |
| 6M | +52.9% | +44.8% | +8.1% | +29.9% |
| YTD | +22.2% | +39.8% | -17.6% | +2.9% |
| 1Y | +25.4% | +52.3% | -27.0% | +0.8% |
| All | +25.4% | +54.0% | -28.6% | +0.8% |
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