+25.0%
FLEX vs BDX
+54.0%
-29.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.6% | -17.9% | -9.9% |
| 7D | -17.0% | +7.2% | -24.2% | -14.2% |
| 30D | -33.8% | +15.8% | -49.6% | -29.8% |
| 3M | -39.0% | +23.7% | -62.7% | -33.9% |
| 6M | -15.9% | +44.8% | -60.7% | -6.0% |
| YTD | +27.8% | +39.8% | -11.9% | +46.7% |
| 1Y | +25.0% | +52.3% | -27.4% | +44.2% |
| All | +25.0% | +54.0% | -29.0% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling