+1,315.5%
FERG vs BDX
+300.4%
+1,015.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.5% |
| 7D | +0.9% | -3.6% | +4.5% | +1.5% |
| 30D | -15.1% | +0.7% | -15.7% | -15.2% |
| 3M | -4.8% | +19.0% | -23.8% | -7.5% |
| 6M | -2.5% | +10.8% | -13.2% | -4.2% |
| YTD | +1.8% | +20.1% | -18.3% | -1.3% |
| 1Y | -0.3% | +23.1% | -23.4% | -3.7% |
| 3Y | +52.9% | -8.8% | +61.7% | +52.4% |
| 5Y | +69.3% | -1.4% | +70.7% | +66.5% |
| 10Y | +352.7% | +60.5% | +292.2% | +333.9% |
| All | +1,315.5% | +300.4% | +1,015.1% | +1,218.5% |
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 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