+21.4%
TMUS vs BDX
+25.0%
-3.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +4.9% | +2.9% | +2.0% | +4.4% |
| 30D | +7.7% | +15.4% | -7.7% | +5.2% |
| 3M | -6.8% | +20.5% | -27.3% | -9.6% |
| 6M | -9.7% | +53.2% | -62.9% | -15.3% |
| YTD | -15.0% | +45.7% | -60.6% | -19.8% |
| 1Y | -19.1% | +47.3% | -66.4% | -23.8% |
| 3Y | +21.4% | +25.1% | -3.6% | +16.0% |
| All | +21.4% | +25.0% | -3.6% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling