+177.2%
FDX vs BDX
+59.3%
+117.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | -4.5% | -2.5% | -2.0% | -3.7% |
| 3M | -7.3% | +21.4% | -28.8% | -14.0% |
| 6M | +7.5% | +10.4% | -2.9% | +3.2% |
| YTD | +35.1% | +18.8% | +16.2% | +26.0% |
| 1Y | +71.4% | +21.7% | +49.7% | +58.3% |
| 3Y | +60.8% | -10.0% | +70.8% | +62.9% |
| 5Y | +65.5% | -1.8% | +67.3% | +60.4% |
| All | +177.2% | +59.3% | +117.9% | +128.1% |
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