-9.7%
BDX vs FFIV
+141.9%
-151.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -1.5% | -2.7% | -4.1% |
| 30D | +1.3% | -2.7% | +3.9% | +1.5% |
| 3M | +20.2% | -1.7% | +21.9% | +20.0% |
| 6M | +8.6% | +36.1% | -27.5% | +3.0% |
| YTD | +19.0% | +52.6% | -33.7% | +10.5% |
| 1Y | +21.2% | +21.5% | -0.3% | +16.7% |
| 3Y | -9.7% | +142.7% | -152.4% | -22.1% |
| All | -9.7% | +141.9% | -151.6% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling