-2.3%
FERG vs BDX
+27.3%
-29.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +2.8% |
| 7D | 0.0% | -2.5% | +2.5% | +0.8% |
| 30D | -10.2% | +8.3% | -18.4% | -12.7% |
| 3M | -0.6% | +24.4% | -25.0% | -8.2% |
| 6M | -6.5% | +9.2% | -15.7% | -9.0% |
| YTD | +4.2% | +22.7% | -18.5% | -3.8% |
| 1Y | -2.3% | +25.9% | -28.1% | -10.4% |
| All | -2.3% | +27.3% | -29.6% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling