+2,664.3%
TSLA vs BDX
+59.3%
+2,605.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +11.6% | -2.5% | +14.1% | +12.4% |
| 3M | -8.4% | +21.4% | -29.9% | -13.7% |
| 6M | -10.4% | +10.4% | -20.8% | -13.3% |
| YTD | -18.7% | +18.8% | -37.6% | -23.2% |
| 1Y | -0.9% | +21.7% | -22.6% | -7.3% |
| 3Y | +33.6% | -10.0% | +43.5% | +34.8% |
| 5Y | +48.9% | -1.8% | +50.7% | +44.8% |
| All | +2,664.3% | +59.3% | +2,605.0% | +2,324.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling