+60.5%
BDX vs FIVE
+486.0%
-425.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | -3.6% | +1.7% | -5.2% | -3.7% |
| 30D | +0.7% | +5.0% | -4.3% | +0.2% |
| 3M | +19.0% | +29.5% | -10.5% | +15.9% |
| 6M | +10.8% | +12.4% | -1.6% | +9.0% |
| YTD | +20.1% | +31.2% | -11.1% | +16.4% |
| 1Y | +23.1% | +72.9% | -49.8% | +16.0% |
| 3Y | -8.8% | +53.0% | -61.8% | -15.3% |
| 5Y | -1.4% | +34.2% | -35.6% | -9.1% |
| 10Y | +60.5% | +497.6% | -437.1% | +30.3% |
| All | +60.5% | +486.0% | -425.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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