+7,843.3%
FIX vs BDX
+1,548.3%
+6,295.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | -17.5% | +7.1% | -24.5% | -19.7% |
| 30D | -41.6% | +17.6% | -59.2% | -45.1% |
| 3M | -40.6% | +20.4% | -61.0% | -44.8% |
| 6M | -49.4% | +48.3% | -97.6% | -56.8% |
| YTD | +9.2% | +41.6% | -32.4% | -5.5% |
| 1Y | +6.5% | +55.7% | -49.3% | -11.0% |
| 3Y | +448.7% | +10.6% | +438.1% | +403.3% |
| 5Y | +948.7% | +24.0% | +924.7% | +811.9% |
| 10Y | +3,659.7% | +84.8% | +3,574.9% | +2,660.9% |
| All | +7,843.3% | +1,548.3% | +6,295.1% | +2,909.7% |
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 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