+55.4%
BDX vs FFIV
+238.2%
-182.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -5.4% | +1.6% | -7.0% | -5.7% |
| 30D | -2.2% | -3.7% | +1.6% | -1.6% |
| 3M | +20.1% | +2.0% | +18.1% | +19.0% |
| 6M | +9.1% | +39.3% | -30.2% | +0.6% |
| YTD | +17.9% | +56.1% | -38.2% | +5.7% |
| 1Y | +22.1% | +22.0% | +0.1% | +15.3% |
| 3Y | -10.5% | +148.2% | -158.7% | -29.4% |
| 5Y | -2.6% | +96.3% | -98.9% | -20.5% |
| All | +55.4% | +238.2% | -182.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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