+46.5%
F vs BDX
-1.5%
+48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.2% | -3.1% |
| 7D | +1.2% | -4.3% | +5.4% | +2.8% |
| 30D | +1.2% | +1.3% | 0.0% | +0.8% |
| 3M | -5.7% | +20.2% | -25.9% | -12.2% |
| 6M | +17.9% | +8.6% | +9.3% | +14.0% |
| YTD | +10.4% | +19.0% | -8.6% | +2.7% |
| 1Y | +25.3% | +21.2% | +4.2% | +15.6% |
| 3Y | +37.5% | -9.7% | +47.2% | +42.2% |
| 5Y | +46.5% | -3.4% | +49.9% | +46.9% |
| All | +46.5% | -1.5% | +48.0% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling