-1.9%
BDX vs USFR
+20.6%
-22.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +1.0% |
| 7D | -3.2% | +0.1% | -3.3% | -2.9% |
| 30D | -2.5% | +0.4% | -2.9% | -1.9% |
| 3M | +21.4% | +1.0% | +20.4% | +24.0% |
| 6M | +10.4% | +2.0% | +8.4% | +15.1% |
| YTD | +18.8% | +2.8% | +16.1% | +25.9% |
| 1Y | +21.7% | +4.1% | +17.6% | +32.1% |
| 3Y | -10.0% | +14.1% | -24.1% | +14.1% |
| All | -1.9% | +20.6% | -22.5% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling