+790.7%
FIX vs BDX
-9.6%
+800.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.3% |
| 7D | +6.1% | -4.3% | +10.3% | +5.9% |
| 30D | -2.7% | +1.3% | -3.9% | -2.7% |
| 3M | -10.9% | +20.2% | -31.2% | -11.1% |
| 6M | +29.0% | +8.6% | +20.4% | +29.9% |
| YTD | +76.9% | +19.0% | +57.9% | +77.3% |
| 1Y | +130.7% | +21.2% | +109.6% | +131.0% |
| 3Y | +790.7% | -9.7% | +800.4% | +810.4% |
| All | +790.7% | -9.6% | +800.3% | +810.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling