+52.3%
BDX vs FND
-10.3%
+62.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.9% | -5.4% | +3.2% |
| 7D | +7.2% | +12.3% | -5.1% | +4.4% |
| 30D | +15.8% | +14.7% | +1.0% | +12.2% |
| 3M | +23.7% | -12.0% | +35.7% | +25.8% |
| 6M | +44.8% | +10.8% | +34.1% | +40.0% |
| YTD | +39.8% | -12.3% | +52.1% | +38.5% |
| 1Y | +52.3% | -13.4% | +65.7% | +51.2% |
| All | +52.3% | -10.3% | +62.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling