+102.3%
BDX vs FDS
+127.0%
-24.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.0% | -2.6% | +3.6% | +1.7% |
| 30D | +15.1% | +14.1% | +1.1% | +10.9% |
| 3M | +18.2% | +19.8% | -1.6% | +12.0% |
| 6M | +48.1% | +55.0% | -6.8% | +29.3% |
| YTD | +44.1% | +15.9% | +28.2% | +35.9% |
| 1Y | +46.4% | +24.2% | +22.2% | +34.6% |
| 3Y | +24.4% | -24.0% | +48.4% | +32.3% |
| 5Y | +26.1% | -23.3% | +49.4% | +31.6% |
| All | +102.3% | +127.0% | -24.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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