+531.8%
FAST vs BDX
+84.3%
+447.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +4.8% | +7.3% | -2.5% | +2.0% |
| 30D | +8.6% | +15.7% | -7.1% | +2.6% |
| 3M | +5.7% | +19.1% | -13.4% | -1.4% |
| 6M | +25.5% | +44.1% | -18.7% | +8.5% |
| YTD | +39.6% | +42.1% | -2.5% | +21.0% |
| 1Y | +35.5% | +52.6% | -17.1% | +14.1% |
| 3Y | +96.2% | +22.6% | +73.6% | +76.2% |
| 5Y | +110.2% | +23.3% | +86.9% | +85.2% |
| 10Y | +531.8% | +84.8% | +447.0% | +396.1% |
| All | +531.8% | +84.3% | +447.6% | +396.1% |
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