-80.3%
FIG vs BDX
+29.3%
-109.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -5.3% |
| 7D | -16.4% | -4.3% | -12.1% | -15.8% |
| 30D | -2.3% | +1.3% | -3.6% | -2.6% |
| 3M | +7.8% | +20.2% | -12.4% | +5.1% |
| 6M | -21.8% | +8.6% | -30.5% | -24.5% |
| YTD | -39.1% | +19.0% | -58.1% | -40.2% |
| 1Y | -56.6% | +21.2% | -77.8% | -58.1% |
| All | -80.3% | +29.3% | -109.6% | -78.6% |
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 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