-40.6%
FIS vs BDX
+59.3%
-99.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | -7.9% | -3.2% | -4.7% | -6.6% |
| 30D | -8.0% | -2.5% | -5.4% | -7.0% |
| 3M | +0.6% | +21.4% | -20.8% | -7.5% |
| 6M | -22.2% | +10.4% | -32.6% | -25.7% |
| YTD | -40.8% | +18.8% | -59.6% | -45.5% |
| 1Y | -41.5% | +21.7% | -63.2% | -46.8% |
| 3Y | -25.5% | -10.0% | -15.5% | -24.1% |
| 5Y | -64.8% | -1.8% | -63.0% | -65.8% |
| All | -40.6% | +59.3% | -99.9% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling