-0.8%
TOST vs BDX
+54.0%
-54.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +2.7% |
| 7D | +10.7% | +7.2% | +3.5% | +7.0% |
| 30D | +17.7% | +15.8% | +2.0% | +10.0% |
| 3M | +4.6% | +23.7% | -19.1% | -5.1% |
| 6M | +20.3% | +44.8% | -24.6% | +2.5% |
| YTD | -0.4% | +39.8% | -40.2% | -17.4% |
| 1Y | -0.8% | +52.3% | -53.1% | -18.3% |
| All | -0.8% | +54.0% | -54.8% | -18.3% |
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