+363.1%
BDX vs FIVE
+873.2%
-510.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +7.3% | +7.3% | 0.0% | +6.6% |
| 30D | +15.7% | +18.1% | -2.4% | +13.9% |
| 3M | +19.1% | +7.7% | +11.3% | +18.1% |
| 6M | +44.1% | +13.6% | +30.5% | +41.8% |
| YTD | +42.1% | +34.6% | +7.5% | +37.3% |
| 1Y | +52.6% | +66.2% | -13.6% | +44.5% |
| 3Y | +22.6% | +43.5% | -20.9% | +14.7% |
| 5Y | +23.3% | +20.7% | +2.7% | +15.2% |
| 10Y | +84.8% | +541.5% | -456.7% | +39.3% |
| All | +363.1% | +873.2% | -510.1% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling