+111.9%
FIX vs BDX
+21.5%
+90.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.8% |
| 7D | +0.7% | -5.4% | +6.1% | -0.2% |
| 30D | -5.7% | -2.2% | -3.5% | -6.0% |
| 3M | -7.4% | +20.1% | -27.5% | -6.3% |
| 6M | +15.1% | +9.1% | +6.0% | +20.0% |
| YTD | +70.7% | +17.9% | +52.8% | +76.4% |
| 1Y | +111.9% | +22.1% | +89.9% | +121.7% |
| All | +111.9% | +21.5% | +90.4% | +121.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling