-80.8%
FIG vs BDX
+28.1%
-109.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -12.2% | -5.4% | -6.8% | -11.6% |
| 30D | -11.0% | -2.2% | -8.8% | -10.8% |
| 3M | +11.9% | +20.1% | -8.2% | +9.2% |
| 6M | -21.9% | +9.1% | -31.0% | -24.3% |
| YTD | -40.8% | +17.9% | -58.6% | -41.7% |
| 1Y | -56.6% | +22.1% | -78.7% | -57.3% |
| All | -80.8% | +28.1% | -109.0% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling