+43.5%
F vs BDX
-6.8%
+50.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +5.3% | -2.5% | +7.9% | +6.2% |
| 30D | +4.6% | +8.3% | -3.7% | +1.8% |
| 3M | -3.7% | +24.4% | -28.1% | -10.8% |
| 6M | +16.8% | +9.2% | +7.6% | +13.3% |
| YTD | +15.3% | +22.7% | -7.4% | +6.8% |
| 1Y | +31.0% | +25.9% | +5.1% | +20.0% |
| All | +43.5% | -6.8% | +50.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling