+73.3%
FDX vs BDX
+23.0%
+50.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -2.1% | +2.5% | -4.6% | -2.9% |
| 30D | +10.4% | +13.6% | -3.2% | +5.9% |
| 3M | +0.5% | +18.9% | -18.5% | -5.2% |
| 6M | +6.5% | +51.8% | -45.3% | -7.5% |
| YTD | +40.2% | +43.3% | -3.1% | +24.0% |
| 1Y | +52.1% | +48.0% | +4.1% | +33.0% |
| All | +73.3% | +23.0% | +50.3% | +59.9% |
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