+33.0%
FFIV vs BIDU
-40.1%
+73.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -4.2% | +3.6% | -7.7% | -4.6% |
| 30D | -33.9% | -6.6% | -27.3% | -33.3% |
| 3M | -22.6% | -27.2% | +4.6% | -19.7% |
| 6M | -10.4% | -43.5% | +33.1% | -4.7% |
| YTD | +24.3% | -39.0% | +63.3% | +30.5% |
| All | +33.0% | -40.1% | +73.1% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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