-2.0%
BDX vs FRSH
-72.6%
+70.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.4% | -11.2% | +5.7% | -4.8% |
| 30D | -2.2% | -0.8% | -1.3% | -2.2% |
| 3M | +20.1% | +26.4% | -6.3% | +18.6% |
| 6M | +9.1% | +48.4% | -39.3% | +6.7% |
| YTD | +17.9% | -3.1% | +21.0% | +17.7% |
| 1Y | +22.1% | -8.7% | +30.8% | +22.3% |
| 3Y | -10.5% | -45.8% | +35.3% | -8.7% |
| All | -2.0% | -72.6% | +70.5% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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