-55.8%
FIG vs BDX
+27.3%
-83.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -3.8% |
| 7D | -16.3% | -2.5% | -13.8% | -15.5% |
| 30D | -14.3% | +8.3% | -22.6% | -17.5% |
| 3M | +7.2% | +24.4% | -17.2% | -2.5% |
| 6M | -18.6% | +9.2% | -27.8% | -22.1% |
| YTD | -35.5% | +22.7% | -58.2% | -42.4% |
| 1Y | -55.8% | +25.9% | -81.7% | -60.6% |
| All | -55.8% | +27.3% | -83.1% | -60.6% |
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