+168.8%
BDX vs USFR
+27.6%
+141.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.0% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +1.3% | +0.3% | +0.9% | +1.3% |
| 3M | +20.2% | +1.0% | +19.3% | +20.4% |
| 6M | +8.6% | +1.9% | +6.7% | +9.0% |
| YTD | +19.0% | +2.7% | +16.3% | +19.5% |
| 1Y | +21.2% | +4.0% | +17.1% | +22.0% |
| 3Y | -9.7% | +14.0% | -23.7% | -7.9% |
| 5Y | -3.4% | +20.4% | -23.8% | -1.0% |
| 10Y | +53.9% | +28.1% | +25.8% | +58.4% |
| All | +168.8% | +27.6% | +141.2% | +173.4% |
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