+29.9%
TPR vs BDX
+47.1%
-17.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +6.4% | +2.5% | +3.9% | +5.8% |
| 30D | +13.8% | +13.6% | +0.2% | +10.6% |
| 3M | -16.6% | +18.9% | -35.6% | -19.5% |
| 6M | +0.7% | +51.8% | -51.1% | -5.9% |
| YTD | +5.3% | +43.3% | -38.0% | +1.1% |
| All | +29.9% | +47.1% | -17.2% | +24.6% |
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