+25.1%
BDX vs FND
-39.5%
+64.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | +2.9% | -6.8% | +9.7% | +4.2% |
| 30D | +15.4% | +8.0% | +7.4% | +13.6% |
| 3M | +20.5% | -18.9% | +39.5% | +24.7% |
| 6M | +53.2% | +4.7% | +48.5% | +50.2% |
| YTD | +45.7% | -21.6% | +67.3% | +49.5% |
| 1Y | +47.3% | -22.0% | +69.3% | +51.1% |
| 3Y | +25.1% | -40.4% | +65.5% | +37.5% |
| All | +25.1% | -39.5% | +64.6% | +37.5% |
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