+9.2%
BDX vs FFIV
+39.2%
-30.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.6% |
| 7D | -2.5% | -1.0% | -1.6% | -2.6% |
| 30D | +8.3% | -5.1% | +13.3% | +7.6% |
| 3M | +24.4% | -4.5% | +28.8% | +23.3% |
| 6M | +9.2% | +36.5% | -27.3% | +5.4% |
| All | +9.2% | +39.2% | -30.0% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling