+12,471.5%
FIX vs BDX
+1,328.7%
+11,142.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +6.0% | -2.5% | +8.6% | +6.9% |
| 30D | -7.2% | +8.3% | -15.5% | -9.9% |
| 3M | -15.9% | +24.4% | -40.2% | -22.8% |
| 6M | +12.7% | +9.2% | +3.6% | +8.0% |
| YTD | +72.8% | +22.7% | +50.1% | +58.5% |
| 1Y | +122.9% | +25.9% | +97.0% | +102.2% |
| 3Y | +774.3% | -10.5% | +784.8% | +771.3% |
| 5Y | +2,049.5% | +1.9% | +2,047.6% | +1,916.8% |
| 10Y | +5,821.5% | +58.7% | +5,762.8% | +4,519.4% |
| All | +12,471.5% | +1,328.7% | +11,142.8% | +4,946.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling