+62.8%
FDX vs BDX
-9.6%
+72.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.6% |
| 7D | -3.3% | -4.3% | +1.0% | -1.9% |
| 30D | -1.4% | +1.3% | -2.7% | -1.9% |
| 3M | -4.5% | +20.2% | -24.8% | -10.3% |
| 6M | +9.4% | +8.6% | +0.8% | +6.2% |
| YTD | +36.0% | +19.0% | +17.0% | +27.9% |
| 1Y | +75.5% | +21.2% | +54.3% | +63.9% |
| 3Y | +62.8% | -9.7% | +72.5% | +62.3% |
| All | +62.8% | -9.6% | +72.4% | +62.3% |
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