-2.6%
BDX vs FLR
+230.6%
-233.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -1.8% |
| 7D | -5.4% | -6.9% | +1.5% | -5.1% |
| 30D | -2.2% | +1.1% | -3.3% | -2.2% |
| 3M | +20.1% | +14.3% | +5.8% | +19.0% |
| 6M | +9.1% | +19.1% | -10.1% | +7.5% |
| YTD | +17.9% | +35.1% | -17.2% | +15.4% |
| 1Y | +22.1% | +29.5% | -7.4% | +19.5% |
| 3Y | -10.5% | +53.0% | -63.5% | -15.2% |
| 5Y | -2.6% | +238.9% | -241.5% | -10.5% |
| All | -2.6% | +230.6% | -233.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling