+2,213.2%
FIX vs BDX
-2.9%
+2,216.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.7% |
| 7D | +6.1% | -4.3% | +10.3% | +6.5% |
| 30D | -2.7% | +1.3% | -3.9% | -2.9% |
| 3M | -10.9% | +20.2% | -31.2% | -13.4% |
| 6M | +29.0% | +8.6% | +20.4% | +27.8% |
| YTD | +76.9% | +19.0% | +57.9% | +72.2% |
| 1Y | +130.7% | +21.2% | +109.6% | +123.8% |
| 3Y | +790.7% | -9.7% | +800.4% | +811.9% |
| All | +2,213.2% | -2.9% | +2,216.1% | +2,159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling