+261.5%
TPR vs BDX
+24.3%
+237.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +12.1% | +7.3% | +4.8% | +10.1% |
| 30D | +16.7% | +15.7% | +1.0% | +12.6% |
| 3M | -17.4% | +19.1% | -36.4% | -20.9% |
| 6M | +2.3% | +44.1% | -41.8% | -6.5% |
| YTD | +7.1% | +42.1% | -34.9% | -2.0% |
| 1Y | +29.5% | +52.6% | -23.1% | +16.2% |
| 3Y | +415.0% | +22.6% | +392.5% | +380.1% |
| 5Y | +261.5% | +23.3% | +238.1% | +242.9% |
| All | +261.5% | +24.3% | +237.2% | +242.9% |
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 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