+25.1%
BDX vs FGI
-16.0%
+41.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +1.1% |
| 7D | +2.9% | -14.4% | +17.3% | +2.9% |
| 30D | +15.4% | -11.8% | +27.2% | +15.4% |
| 3M | +20.5% | -46.2% | +66.8% | +20.7% |
| 6M | +53.2% | +5.2% | +48.0% | +52.7% |
| YTD | +45.7% | +10.5% | +35.2% | +44.7% |
| 1Y | +47.3% | +25.5% | +21.8% | +46.1% |
| 3Y | +25.1% | -16.0% | +41.1% | +25.8% |
| All | +25.1% | -16.0% | +41.1% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling