+1,643.1%
TSM vs BDX
+95.1%
+1,548.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | +6.2% | +2.9% | +3.3% | +5.5% |
| 30D | -7.3% | +15.4% | -22.7% | -10.7% |
| 3M | -7.1% | +20.5% | -27.7% | -11.8% |
| 6M | +0.2% | +53.2% | -53.0% | -11.5% |
| YTD | +32.2% | +45.7% | -13.4% | +18.4% |
| 1Y | +42.8% | +47.3% | -4.5% | +27.3% |
| 3Y | +330.4% | +25.1% | +305.3% | +293.4% |
| 5Y | +263.9% | +27.4% | +236.5% | +223.4% |
| All | +1,643.1% | +95.1% | +1,548.0% | +1,252.2% |
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 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