+5.7%
FITB vs BDX
+20.2%
-14.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.1% |
| 7D | +2.8% | -4.3% | +7.1% | +3.6% |
| 30D | -4.5% | +1.3% | -5.8% | -4.9% |
| 3M | +5.7% | +20.2% | -14.6% | -0.1% |
| All | +5.7% | +20.2% | -14.6% | -0.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling