+293.7%
TMUS vs BDX
+412.3%
-118.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | +4.9% | +2.9% | +2.0% | +3.6% |
| 30D | +7.7% | +15.4% | -7.7% | +0.9% |
| 3M | -6.8% | +20.5% | -27.3% | -14.6% |
| 6M | -9.7% | +53.2% | -62.9% | -26.0% |
| YTD | -15.0% | +45.7% | -60.6% | -29.2% |
| 1Y | -19.1% | +47.3% | -66.4% | -33.2% |
| 3Y | +21.4% | +25.1% | -3.6% | +4.7% |
| 5Y | +51.2% | +27.4% | +23.7% | +26.4% |
| 10Y | +240.2% | +95.4% | +144.8% | +97.1% |
| All | +293.7% | +412.3% | -118.7% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling