+1,335.0%
FERG vs BAX
+7.6%
+1,327.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.8% | -0.4% |
| 7D | +3.4% | -2.4% | +5.8% | +3.7% |
| 30D | -11.5% | -9.7% | -1.8% | -10.3% |
| 3M | +1.3% | +29.3% | -28.0% | -2.1% |
| 6M | -1.0% | +40.7% | -41.6% | -5.4% |
| YTD | +3.2% | +30.3% | -27.1% | -0.8% |
| 1Y | -3.0% | +3.4% | -6.4% | -4.5% |
| 3Y | +55.0% | -32.0% | +87.1% | +57.6% |
| 5Y | +72.6% | -66.9% | +139.5% | +81.6% |
| 10Y | +358.9% | -37.1% | +396.0% | +372.9% |
| All | +1,335.0% | +7.6% | +1,327.4% | +1,355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling