+86.1%
FLEX vs BDX
+21.5%
+64.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -4.7% |
| 7D | +0.1% | -5.4% | +5.5% | -1.4% |
| 30D | -11.8% | -2.2% | -9.6% | -12.2% |
| 3M | -22.6% | +20.1% | -42.6% | -19.5% |
| 6M | +77.3% | +9.1% | +68.3% | +87.6% |
| YTD | +78.8% | +17.9% | +60.9% | +89.8% |
| 1Y | +86.1% | +22.1% | +64.0% | +101.6% |
| All | +86.1% | +21.5% | +64.5% | +101.6% |
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 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