+576.2%
FE vs BDX
+1,550.2%
-974.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | +1.9% | -2.5% | +4.5% | +2.6% |
| 30D | -1.2% | +8.3% | -9.4% | -3.2% |
| 3M | +3.5% | +24.4% | -20.9% | -2.4% |
| 6M | -6.1% | +9.2% | -15.2% | -8.6% |
| YTD | +7.6% | +22.7% | -15.1% | +1.4% |
| 1Y | +11.9% | +25.9% | -14.0% | +4.6% |
| 3Y | +48.4% | -10.5% | +58.9% | +49.5% |
| 5Y | +44.8% | +1.9% | +42.9% | +40.3% |
| 10Y | +115.9% | +58.7% | +57.2% | +85.9% |
| All | +576.2% | +1,550.2% | -974.0% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling