+47.5%
BDX vs FND
+56.5%
-9.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -3.2% | -5.8% | +2.6% | -2.4% |
| 30D | -2.5% | -20.2% | +17.7% | +0.5% |
| 3M | +21.4% | -12.0% | +33.4% | +23.2% |
| 6M | +10.4% | -18.5% | +28.9% | +12.8% |
| YTD | +18.8% | -22.3% | +41.1% | +21.8% |
| 1Y | +21.7% | -47.6% | +69.3% | +31.2% |
| 3Y | -10.0% | -49.8% | +39.8% | -4.2% |
| 5Y | -1.8% | -63.0% | +61.2% | +5.2% |
| All | +47.5% | +56.5% | -9.0% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling