+579.0%
FE vs BDX
+1,838.2%
-1,259.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | +3.9% | +15.1% | -11.2% | +0.2% |
| 3M | -0.1% | +18.2% | -18.3% | -4.5% |
| 6M | +6.1% | +48.1% | -42.1% | -4.5% |
| YTD | +8.1% | +44.1% | -36.1% | -2.4% |
| 1Y | +4.4% | +46.4% | -42.0% | -6.1% |
| 3Y | +49.0% | +24.4% | +24.7% | +37.9% |
| 5Y | +46.1% | +26.1% | +20.0% | +34.0% |
| 10Y | +122.6% | +93.3% | +29.3% | +82.2% |
| All | +579.0% | +1,838.2% | -1,259.2% | +293.9% |
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 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