+1,796.9%
BDX vs FDS
+9,502.8%
-7,705.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | +8.3% | +9.0% | -0.8% | +6.5% |
| 3M | +24.4% | +18.9% | +5.5% | +20.2% |
| 6M | +9.2% | +35.1% | -25.9% | +2.6% |
| YTD | +22.7% | +5.5% | +17.2% | +19.9% |
| 1Y | +25.9% | -16.8% | +42.7% | +27.9% |
| 3Y | -10.5% | -28.1% | +17.6% | -7.1% |
| 5Y | +1.9% | -17.4% | +19.3% | +2.6% |
| 10Y | +58.7% | +85.4% | -26.7% | +37.8% |
| All | +1,796.9% | +9,502.8% | -7,705.9% | +880.1% |
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