+34.3%
FANG vs BDX
+54.0%
-19.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.6% | -10.5% | -4.3% |
| 7D | -11.3% | +7.2% | -18.5% | -10.6% |
| 30D | -0.7% | +15.8% | -16.4% | +0.6% |
| 3M | -4.2% | +23.7% | -27.9% | -2.1% |
| 6M | -13.5% | +44.8% | -58.3% | -10.2% |
| YTD | +23.7% | +39.8% | -16.0% | +29.3% |
| 1Y | +34.3% | +52.3% | -18.0% | +37.8% |
| All | +34.3% | +54.0% | -19.7% | +37.8% |
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