+42.9%
FANG vs BDX
+27.3%
+15.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.9% |
| 7D | +0.8% | -2.5% | +3.3% | +0.6% |
| 30D | +7.6% | +8.3% | -0.7% | +8.2% |
| 3M | -1.3% | +24.4% | -25.7% | +0.2% |
| 6M | +14.7% | +9.2% | +5.5% | +20.5% |
| YTD | +34.8% | +22.7% | +12.1% | +37.3% |
| 1Y | +42.9% | +25.9% | +17.1% | +44.5% |
| All | +42.9% | +27.3% | +15.6% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling