+229.2%
BDX vs USFR
+28.6%
+200.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +15.4% | +0.4% | +15.1% | +15.5% |
| 3M | +20.5% | +1.1% | +19.5% | +20.7% |
| 6M | +53.2% | +2.0% | +51.2% | +53.7% |
| YTD | +45.7% | +3.5% | +42.2% | +46.5% |
| 1Y | +47.3% | +4.1% | +43.2% | +48.3% |
| 3Y | +25.1% | +14.4% | +10.7% | +27.6% |
| 5Y | +27.4% | +21.4% | +6.0% | +30.8% |
| 10Y | +95.4% | +28.6% | +66.8% | +101.3% |
| All | +229.2% | +28.6% | +200.6% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling