+74,417.0%
FAST vs BDX
+6,189.4%
+68,227.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | +7.1% | -5.0% | -0.4% |
| 30D | +6.9% | +17.6% | -10.7% | +0.9% |
| 3M | +4.8% | +20.4% | -15.5% | -2.0% |
| 6M | +19.8% | +48.3% | -28.5% | +3.7% |
| YTD | +34.9% | +41.6% | -6.7% | +18.6% |
| 1Y | +32.8% | +55.7% | -23.0% | +12.8% |
| 3Y | +93.7% | +10.6% | +83.1% | +81.8% |
| 5Y | +105.3% | +24.0% | +81.3% | +83.5% |
| 10Y | +595.4% | +84.8% | +510.5% | +429.4% |
| All | +74,417.0% | +6,189.4% | +68,227.6% | +16,554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling