-25.6%
TSLA vs BDX
+56.8%
-82.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.1% | -12.9% | -10.6% |
| 7D | -14.8% | +7.7% | -22.4% | -14.5% |
| 30D | -9.7% | +18.4% | -28.2% | -9.6% |
| 3M | +6.9% | +25.9% | -19.0% | +6.9% |
| 6M | -11.7% | +50.0% | -61.8% | -13.3% |
| YTD | -23.6% | +42.7% | -66.3% | -22.4% |
| 1Y | -25.6% | +57.8% | -83.5% | -23.2% |
| All | -25.6% | +56.8% | -82.4% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling