+939.5%
BDX vs FLR
+609.6%
+330.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.1% |
| 7D | -4.3% | +0.7% | -4.9% | -4.3% |
| 30D | +1.3% | -0.7% | +1.9% | +1.2% |
| 3M | +20.2% | +14.3% | +5.9% | +18.1% |
| 6M | +8.6% | +25.6% | -17.0% | +5.3% |
| YTD | +19.0% | +42.9% | -23.9% | +13.8% |
| 1Y | +21.2% | +38.7% | -17.6% | +15.9% |
| 3Y | -9.7% | +61.8% | -71.5% | -16.8% |
| 5Y | -3.4% | +254.1% | -257.5% | -19.5% |
| 10Y | +53.9% | +20.0% | +33.8% | +37.5% |
| All | +939.5% | +609.6% | +330.0% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling