+8,387.8%
TPR vs BDX
+1,458.5%
+6,929.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -1.1% | +1.0% | -2.2% | -1.6% |
| 30D | +15.1% | +15.1% | 0.0% | +7.3% |
| 3M | -13.4% | +18.2% | -31.6% | -20.4% |
| 6M | +1.4% | +48.1% | -46.8% | -17.2% |
| YTD | +4.8% | +44.1% | -39.4% | -14.1% |
| 1Y | +29.2% | +46.4% | -17.2% | +5.0% |
| 3Y | +403.7% | +24.4% | +379.3% | +329.5% |
| 5Y | +230.8% | +26.1% | +204.7% | +173.0% |
| 10Y | +369.2% | +93.3% | +275.9% | +188.1% |
| All | +8,387.8% | +1,458.5% | +6,929.3% | +1,432.7% |
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 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