+284.0%
FITB vs BDX
+59.3%
+224.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | -5.7% | -2.5% | -3.1% | -4.9% |
| 3M | +3.2% | +21.4% | -18.3% | -4.8% |
| 6M | +23.4% | +10.4% | +13.0% | +18.0% |
| YTD | +18.8% | +18.8% | 0.0% | +10.1% |
| 1Y | +25.0% | +21.7% | +3.3% | +14.7% |
| 3Y | +131.2% | -10.0% | +141.2% | +135.0% |
| 5Y | +70.7% | -1.8% | +72.5% | +65.6% |
| All | +284.0% | +59.3% | +224.7% | +256.7% |
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