-19.7%
TSCO vs BDX
-10.0%
-9.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | -3.2% | -2.5% | -4.8% |
| 30D | -8.8% | -2.5% | -6.2% | -8.2% |
| 3M | +6.3% | +21.4% | -15.1% | +0.6% |
| 6M | -32.3% | +10.4% | -42.7% | -34.2% |
| YTD | -32.7% | +18.8% | -51.5% | -36.0% |
| 1Y | -43.7% | +21.7% | -65.4% | -46.8% |
| 3Y | -19.7% | -10.0% | -9.7% | -18.6% |
| All | -19.7% | -10.0% | -9.7% | -18.6% |
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 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