+407.0%
TSM vs BDX
-9.0%
+416.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +4.8% | -3.6% | +8.3% | +5.1% |
| 30D | +4.0% | +0.7% | +3.4% | +3.9% |
| 3M | +2.0% | +19.0% | -17.0% | -0.1% |
| 6M | +25.5% | +10.8% | +14.7% | +24.4% |
| YTD | +44.0% | +20.1% | +23.9% | +41.3% |
| 1Y | +75.4% | +23.1% | +52.4% | +71.5% |
| All | +407.0% | -9.0% | +416.0% | +394.5% |
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