+6,034.5%
FIX vs BDX
+56.2%
+5,978.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | +3.5% | -3.6% | +7.1% | +4.5% |
| 30D | -3.5% | +0.7% | -4.2% | -3.8% |
| 3M | -11.8% | +19.0% | -30.7% | -17.1% |
| 6M | +17.8% | +10.8% | +7.0% | +13.2% |
| YTD | +73.3% | +20.1% | +53.2% | +61.6% |
| 1Y | +128.1% | +23.1% | +105.0% | +110.6% |
| 3Y | +772.7% | -8.8% | +781.5% | +777.0% |
| 5Y | +2,166.4% | -1.4% | +2,167.9% | +2,064.6% |
| 10Y | +6,034.5% | +60.5% | +5,973.9% | +5,056.8% |
| All | +6,034.5% | +56.2% | +5,978.3% | +5,056.8% |
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