+32.9%
TSLA vs BDX
-10.7%
+43.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -3.4% | -5.4% | +2.0% | -2.1% |
| 30D | +9.2% | -2.2% | +11.4% | +9.8% |
| 3M | -4.7% | +20.1% | -24.8% | -9.2% |
| 6M | -8.9% | +9.1% | -18.0% | -10.8% |
| YTD | -19.2% | +17.9% | -37.0% | -22.8% |
| 1Y | +4.5% | +22.1% | -17.5% | -1.5% |
| All | +32.9% | -10.7% | +43.6% | +37.3% |
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