+2,152.0%
BDX vs FDS
+10,480.1%
-8,328.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.9% | +1.5% | +1.4% | +2.6% |
| 30D | +15.4% | +14.8% | +0.6% | +12.5% |
| 3M | +20.5% | +16.3% | +4.2% | +17.0% |
| 6M | +53.2% | +66.2% | -13.0% | +38.8% |
| YTD | +45.7% | +16.2% | +29.4% | +39.6% |
| 1Y | +47.3% | +21.8% | +25.4% | +39.7% |
| 3Y | +25.1% | -23.9% | +48.9% | +28.3% |
| 5Y | +27.4% | -23.1% | +50.6% | +29.7% |
| 10Y | +95.4% | +128.7% | -33.3% | +63.7% |
| All | +2,152.0% | +10,480.1% | -8,328.1% | +1,041.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling