+3,553.2%
FIX vs BDX
+95.1%
+3,458.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +9.4% | +2.9% | +6.5% | +8.7% |
| 30D | -27.8% | +15.4% | -43.2% | -30.8% |
| 3M | -35.6% | +20.5% | -56.1% | -39.2% |
| 6M | -45.2% | +53.2% | -98.4% | -52.5% |
| YTD | +19.5% | +45.7% | -26.2% | +4.9% |
| 1Y | +24.2% | +47.3% | -23.0% | +8.7% |
| 3Y | +494.2% | +25.1% | +469.1% | +434.3% |
| 5Y | +1,036.1% | +27.4% | +1,008.7% | +892.1% |
| All | +3,553.2% | +95.1% | +3,458.1% | +2,649.9% |
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 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