+419.8%
TXN vs BDX
+59.3%
+360.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | +4.0% | -3.2% | +7.1% | +5.2% |
| 30D | -2.9% | -2.5% | -0.3% | -2.0% |
| 3M | -9.1% | +21.4% | -30.5% | -16.7% |
| 6M | +36.6% | +10.4% | +26.2% | +29.8% |
| YTD | +57.5% | +18.8% | +38.6% | +44.7% |
| 1Y | +49.5% | +21.7% | +27.8% | +35.8% |
| 3Y | +76.5% | -10.0% | +86.5% | +79.0% |
| 5Y | +62.4% | -1.8% | +64.2% | +55.0% |
| All | +419.8% | +59.3% | +360.5% | +312.0% |
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