-21.2%
TMUS vs BDX
+54.0%
-75.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.7% |
| 7D | +7.5% | +7.2% | +0.3% | +5.7% |
| 30D | -3.3% | +15.8% | -19.1% | -6.5% |
| 3M | -9.7% | +23.7% | -33.4% | -14.0% |
| 6M | -17.2% | +44.8% | -62.0% | -23.0% |
| YTD | -20.3% | +39.8% | -60.1% | -25.1% |
| 1Y | -21.2% | +52.3% | -73.5% | -27.1% |
| All | -21.2% | +54.0% | -75.2% | -27.1% |
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