+73.7%
FDX vs BDX
+21.5%
+52.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -3.9% | -5.4% | +1.6% | -2.1% |
| 30D | -3.3% | -2.2% | -1.1% | -2.7% |
| 3M | -2.0% | +20.1% | -22.0% | -8.3% |
| 6M | +8.0% | +9.1% | -1.0% | +5.3% |
| YTD | +35.0% | +17.9% | +17.1% | +26.6% |
| 1Y | +73.7% | +22.1% | +51.6% | +61.4% |
| All | +73.7% | +21.5% | +52.1% | +61.4% |
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 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