+328.6%
TMO vs BDX
+59.3%
+269.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.6% | -3.2% | +2.5% | +1.1% |
| 30D | +1.1% | -2.5% | +3.7% | +2.6% |
| 3M | +28.3% | +21.4% | +6.9% | +14.8% |
| 6M | +23.3% | +10.4% | +12.8% | +16.1% |
| YTD | +5.5% | +18.8% | -13.4% | -5.3% |
| 1Y | +24.5% | +21.7% | +2.9% | +10.2% |
| 3Y | +19.6% | -10.0% | +29.5% | +22.8% |
| 5Y | +8.1% | -1.8% | +9.9% | +4.0% |
| All | +328.6% | +59.3% | +269.3% | +214.8% |
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 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