-40.6%
TOST vs BDX
+24.6%
-65.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | +7.1% | +2.4% | +6.2% |
| 30D | +13.5% | +17.6% | -4.1% | +5.7% |
| 3M | -0.1% | +20.4% | -20.5% | -8.0% |
| 6M | +22.5% | +48.3% | -25.8% | +3.3% |
| YTD | -2.4% | +41.6% | -43.9% | -16.8% |
| 1Y | -4.7% | +55.7% | -60.4% | -22.0% |
| 3Y | +103.2% | +10.6% | +92.6% | +91.2% |
| All | -40.6% | +24.6% | -65.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling