+472.4%
FLEX vs BDX
-9.9%
+482.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.4% | +4.5% |
| 7D | +7.0% | -4.3% | +11.3% | +7.1% |
| 30D | -5.8% | +1.3% | -7.1% | -5.9% |
| 3M | -24.2% | +20.2% | -44.5% | -25.4% |
| 6M | +90.8% | +8.6% | +82.2% | +91.1% |
| YTD | +89.2% | +19.0% | +70.2% | +86.4% |
| 1Y | +104.7% | +21.2% | +83.5% | +101.1% |
| All | +472.4% | -9.9% | +482.3% | +498.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling