+7,716.4%
TPR vs BDX
+1,226.9%
+6,489.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.8% |
| 7D | -2.3% | -2.5% | +0.2% | -1.1% |
| 30D | -23.0% | +8.3% | -31.2% | -26.0% |
| 3M | -12.5% | +24.4% | -36.9% | -21.8% |
| 6M | -21.4% | +9.2% | -30.6% | -25.5% |
| YTD | -3.5% | +22.7% | -26.2% | -14.1% |
| 1Y | +17.4% | +25.9% | -8.5% | +2.8% |
| 3Y | +291.3% | -10.5% | +301.7% | +294.4% |
| 5Y | +241.9% | +1.9% | +240.0% | +214.6% |
| 10Y | +322.7% | +58.7% | +264.0% | +187.0% |
| All | +7,716.4% | +1,226.9% | +6,489.6% | +1,431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling