+181.9%
FANG vs BDX
+59.3%
+122.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +2.9% | -3.2% | +6.0% | +3.7% |
| 30D | +2.6% | -2.5% | +5.2% | +3.2% |
| 3M | +7.6% | +21.4% | -13.8% | +2.0% |
| 6M | +17.3% | +10.4% | +6.9% | +13.7% |
| YTD | +38.7% | +18.8% | +19.8% | +31.4% |
| 1Y | +51.6% | +21.7% | +30.0% | +42.6% |
| 3Y | +50.0% | -10.0% | +59.9% | +51.8% |
| 5Y | +237.6% | -1.8% | +239.4% | +227.8% |
| All | +181.9% | +59.3% | +122.6% | +151.5% |
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 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