+84.1%
F vs BDX
+56.2%
+28.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.3% |
| 7D | -4.9% | -3.6% | -1.3% | -3.7% |
| 30D | -2.9% | +0.7% | -3.6% | -3.1% |
| 3M | -9.1% | +19.0% | -28.0% | -14.5% |
| 6M | +12.9% | +10.8% | +2.2% | +8.6% |
| YTD | +6.1% | +20.1% | -14.1% | -1.0% |
| 1Y | +22.5% | +23.1% | -0.5% | +13.3% |
| 3Y | +32.1% | -8.8% | +40.9% | +33.9% |
| 5Y | +43.7% | -1.4% | +45.2% | +41.0% |
| 10Y | +84.1% | +60.5% | +23.6% | +64.2% |
| All | +84.1% | +56.2% | +28.0% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling