+415.0%
TPR vs BDX
+23.0%
+392.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +12.1% | +7.3% | +4.8% | +10.5% |
| 30D | +16.7% | +15.7% | +1.0% | +13.4% |
| 3M | -17.4% | +19.1% | -36.4% | -20.1% |
| 6M | +2.3% | +44.1% | -41.8% | -4.5% |
| YTD | +7.1% | +42.1% | -34.9% | +0.4% |
| 1Y | +29.5% | +52.6% | -23.1% | +19.6% |
| 3Y | +415.0% | +22.6% | +392.5% | +395.4% |
| All | +415.0% | +23.0% | +392.0% | +395.4% |
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