+93.7%
FAST vs BDX
+10.6%
+83.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | +7.1% | -5.0% | +0.2% |
| 30D | +6.9% | +17.6% | -10.7% | +2.3% |
| 3M | +4.8% | +20.4% | -15.5% | -0.5% |
| 6M | +19.8% | +48.3% | -28.5% | +7.2% |
| YTD | +34.9% | +41.6% | -6.7% | +22.2% |
| 1Y | +32.8% | +55.7% | -23.0% | +17.5% |
| 3Y | +93.7% | +10.6% | +83.1% | +80.3% |
| All | +93.7% | +10.6% | +83.1% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling