+293.7%
TPR vs BDX
-9.6%
+303.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.7% | -3.2% |
| 7D | -3.4% | -4.3% | +0.9% | -2.6% |
| 30D | -27.3% | +1.3% | -28.6% | -27.4% |
| 3M | -16.2% | +20.2% | -36.5% | -18.6% |
| 6M | -17.9% | +8.6% | -26.5% | -18.7% |
| YTD | -7.1% | +19.0% | -26.1% | -9.5% |
| 1Y | +13.6% | +21.2% | -7.6% | +10.4% |
| 3Y | +293.7% | -9.7% | +303.5% | +275.7% |
| All | +293.7% | -9.6% | +303.4% | +275.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling