-9.0%
BDX vs USFR
+14.0%
-23.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | +0.1% | -3.6% | -3.4% |
| 30D | +0.7% | +0.3% | +0.4% | +1.3% |
| 3M | +19.0% | +1.0% | +18.0% | +21.8% |
| 6M | +10.8% | +1.9% | +8.8% | +16.3% |
| YTD | +20.1% | +2.7% | +17.5% | +28.2% |
| 1Y | +23.1% | +4.0% | +19.1% | +34.7% |
| All | -9.0% | +14.0% | -23.0% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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