+13,957.4%
TSM vs BDX
+1,357.5%
+12,599.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.3% |
| 7D | +6.0% | -4.3% | +10.3% | +7.5% |
| 30D | +4.5% | +1.3% | +3.2% | +4.0% |
| 3M | +3.1% | +20.2% | -17.2% | -3.6% |
| 6M | +30.2% | +8.6% | +21.6% | +25.6% |
| YTD | +45.2% | +19.0% | +26.2% | +35.7% |
| 1Y | +79.6% | +21.2% | +58.4% | +66.4% |
| 3Y | +411.0% | -9.7% | +420.7% | +410.4% |
| 5Y | +290.7% | -3.4% | +294.1% | +275.6% |
| 10Y | +1,753.6% | +53.9% | +1,699.7% | +1,378.1% |
| All | +13,957.4% | +1,357.5% | +12,599.9% | +4,254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling