+4.1%
FAST vs BDX
+22.0%
-17.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.8% | -4.1% | +5.9% | +3.2% |
| 30D | -6.4% | +0.1% | -6.5% | -6.6% |
| 3M | +5.3% | +18.3% | -12.9% | -0.7% |
| 6M | +5.4% | +10.1% | -4.7% | +1.9% |
| YTD | +23.6% | +19.4% | +4.1% | +15.8% |
| 1Y | +4.1% | +22.3% | -18.3% | -3.0% |
| All | +4.1% | +22.0% | -17.9% | -3.0% |
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