-2.4%
BDX vs FFIV
+92.6%
-95.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.6% |
| 3M | +20.2% | -1.7% | +21.9% | +20.0% |
| 6M | +8.6% | +36.1% | -27.5% | +1.9% |
| YTD | +19.0% | +52.6% | -33.7% | +8.9% |
| 1Y | +21.2% | +21.5% | -0.3% | +15.6% |
| 3Y | -9.7% | +142.7% | -152.4% | -26.1% |
| All | -2.4% | +92.6% | -95.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling