+2,876.4%
FITB vs BDX
+5,185.2%
-2,308.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.4% |
| 7D | +2.8% | -4.3% | +7.1% | +4.4% |
| 30D | -4.5% | +1.3% | -5.8% | -5.1% |
| 3M | +5.7% | +20.2% | -14.6% | -1.4% |
| 6M | +17.1% | +8.6% | +8.5% | +13.1% |
| YTD | +18.3% | +19.0% | -0.6% | +10.5% |
| 1Y | +23.9% | +21.2% | +2.7% | +14.9% |
| 3Y | +131.1% | -9.7% | +140.8% | +133.7% |
| 5Y | +71.1% | -3.4% | +74.5% | +67.8% |
| 10Y | +283.9% | +53.9% | +230.0% | +213.1% |
| All | +2,876.4% | +5,185.2% | -2,308.7% | +929.9% |
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