-10.7%
BDX vs FND
-50.8%
+40.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -5.4% | -5.1% | -0.3% | -4.5% |
| 30D | -2.2% | -22.5% | +20.4% | +2.4% |
| 3M | +20.1% | -5.0% | +25.1% | +20.5% |
| 6M | +9.1% | -21.5% | +30.6% | +12.8% |
| YTD | +17.9% | -23.0% | +40.9% | +21.8% |
| 1Y | +22.1% | -44.9% | +67.0% | +33.4% |
| All | -10.7% | -50.8% | +40.1% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling