+18.1%
BDX vs FGI
-68.3%
+86.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.9% |
| 7D | +2.5% | +6.9% | -4.3% | +2.5% |
| 30D | +13.6% | +3.9% | +9.6% | +13.5% |
| 3M | +18.9% | +74.3% | -55.3% | +18.2% |
| 6M | +51.8% | +28.9% | +22.9% | +51.0% |
| YTD | +43.3% | +39.1% | +4.2% | +41.9% |
| 1Y | +48.0% | +49.3% | -1.4% | +46.3% |
| 3Y | +23.7% | +5.7% | +17.9% | +22.2% |
| All | +18.1% | -68.3% | +86.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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