+36.0%
TSM vs BDX
+54.0%
-18.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.8% | -1.6% |
| 7D | -10.0% | +7.2% | -17.1% | -9.2% |
| 30D | -18.5% | +15.8% | -34.3% | -17.4% |
| 3M | -4.9% | +23.7% | -28.6% | -3.4% |
| 6M | -1.0% | +44.8% | -45.8% | -0.6% |
| YTD | +31.3% | +39.8% | -8.5% | +37.4% |
| 1Y | +36.0% | +52.3% | -16.3% | +43.4% |
| All | +36.0% | +54.0% | -18.0% | +43.4% |
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 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