+47.6%
BDX vs FND
+58.4%
-10.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.4% |
| 7D | -4.3% | +0.4% | -4.7% | -4.3% |
| 30D | +1.3% | -23.6% | +24.8% | +5.0% |
| 3M | +20.2% | +4.3% | +15.9% | +19.1% |
| 6M | +8.6% | -20.3% | +28.9% | +11.2% |
| YTD | +19.0% | -21.3% | +40.3% | +21.7% |
| 1Y | +21.2% | -45.4% | +66.5% | +29.9% |
| 3Y | -9.7% | -48.9% | +39.2% | -4.2% |
| 5Y | -3.4% | -61.0% | +57.6% | +2.8% |
| All | +47.6% | +58.4% | -10.8% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling