+153.5%
FDX vs BDX
+95.1%
+58.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +5.2% | +2.9% | +2.3% | +4.1% |
| 30D | +11.3% | +15.4% | -4.1% | +5.6% |
| 3M | -4.1% | +20.5% | -24.6% | -10.5% |
| 6M | +9.6% | +53.2% | -43.5% | -6.6% |
| YTD | +40.9% | +45.7% | -4.8% | +21.9% |
| 1Y | +53.0% | +47.3% | +5.8% | +31.9% |
| 3Y | +74.1% | +25.1% | +49.0% | +56.4% |
| 5Y | +75.1% | +27.4% | +47.7% | +54.1% |
| All | +153.5% | +95.1% | +58.4% | +95.4% |
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