+2,128.0%
BDX vs FDS
+10,448.9%
-8,320.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.0% | -2.6% | +3.6% | +1.5% |
| 30D | +15.1% | +14.1% | +1.1% | +12.4% |
| 3M | +18.2% | +19.8% | -1.6% | +14.1% |
| 6M | +48.1% | +55.0% | -6.8% | +35.9% |
| YTD | +44.1% | +15.9% | +28.2% | +38.2% |
| 1Y | +46.4% | +24.2% | +22.2% | +38.4% |
| 3Y | +24.4% | -24.0% | +48.4% | +27.6% |
| 5Y | +26.1% | -23.3% | +49.4% | +28.4% |
| 10Y | +93.3% | +128.0% | -34.7% | +62.0% |
| All | +2,128.0% | +10,448.9% | -8,320.9% | +1,029.8% |
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 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