-7.0%
BDX vs FIVE
+56.0%
-63.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.8% |
| 7D | -2.5% | +4.3% | -6.8% | -2.8% |
| 30D | +8.3% | +12.5% | -4.3% | +7.5% |
| 3M | +24.4% | +31.2% | -6.8% | +22.4% |
| 6M | +9.2% | +14.4% | -5.2% | +8.1% |
| YTD | +22.7% | +33.9% | -11.2% | +20.3% |
| 1Y | +25.9% | +65.1% | -39.2% | +21.9% |
| All | -7.0% | +56.0% | -63.0% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling