+8,533.7%
FIX vs BDX
+1,553.9%
+6,979.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -13.9% | +7.3% | -21.2% | -16.3% |
| 30D | -35.5% | +15.7% | -51.2% | -39.1% |
| 3M | -33.9% | +19.1% | -53.0% | -38.3% |
| 6M | -43.3% | +44.1% | -87.4% | -51.0% |
| YTD | +18.7% | +42.1% | -23.4% | +2.6% |
| 1Y | +13.8% | +52.6% | -38.8% | -4.1% |
| 3Y | +495.0% | +22.6% | +472.4% | +426.5% |
| 5Y | +1,049.0% | +23.3% | +1,025.7% | +901.8% |
| 10Y | +3,644.4% | +84.8% | +3,559.6% | +2,652.6% |
| All | +8,533.7% | +1,553.9% | +6,979.7% | +3,168.9% |
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