+307.1%
TPR vs BDX
+58.0%
+249.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | -5.1% | -5.4% | +0.3% | -3.2% |
| 30D | -27.6% | -2.2% | -25.4% | -27.0% |
| 3M | -17.5% | +20.1% | -37.5% | -23.0% |
| 6M | -21.3% | +9.1% | -30.4% | -24.2% |
| YTD | -8.5% | +17.9% | -26.3% | -14.6% |
| 1Y | +11.5% | +22.1% | -10.6% | +2.4% |
| 3Y | +288.0% | -10.5% | +298.6% | +294.4% |
| 5Y | +225.2% | -2.6% | +227.8% | +213.2% |
| All | +307.1% | +58.0% | +249.0% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling