+351.3%
FERG vs BDX
+59.3%
+292.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -2.6% | -3.2% | +0.6% | -2.0% |
| 30D | -8.9% | -2.5% | -6.3% | -8.5% |
| 3M | -2.0% | +21.4% | -23.5% | -5.9% |
| 6M | -3.2% | +10.4% | -13.6% | -5.3% |
| YTD | +1.5% | +18.8% | -17.3% | -2.2% |
| 1Y | +0.5% | +21.7% | -21.2% | -3.6% |
| 3Y | +50.4% | -10.0% | +60.4% | +50.2% |
| 5Y | +68.7% | -1.8% | +70.5% | +65.4% |
| All | +351.3% | +59.3% | +292.0% | +333.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling