+47,655.7%
TSCO vs BDX
+3,963.5%
+43,692.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | -3.1% | -5.4% | +2.3% | -1.7% |
| 30D | -4.4% | -2.2% | -2.2% | -3.8% |
| 3M | +9.7% | +20.1% | -10.4% | +4.2% |
| 6M | -32.4% | +9.1% | -41.5% | -34.2% |
| YTD | -31.7% | +17.9% | -49.5% | -34.9% |
| 1Y | -41.3% | +22.1% | -63.3% | -44.7% |
| 3Y | -18.3% | -10.5% | -7.8% | -17.4% |
| 5Y | -10.3% | -2.6% | -7.7% | -11.8% |
| 10Y | +188.5% | +57.5% | +131.0% | +143.8% |
| All | +47,655.7% | +3,963.5% | +43,692.3% | +7,845.1% |
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