+452.1%
FLEX vs BDX
+24.8%
+427.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.7% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | -32.6% | +13.6% | -46.2% | -34.0% |
| 3M | -35.5% | +18.9% | -54.4% | -37.4% |
| 6M | -45.6% | +51.8% | -97.4% | -50.3% |
| YTD | +30.7% | +43.3% | -12.6% | +20.8% |
| 1Y | +28.4% | +48.0% | -19.6% | +17.5% |
| 3Y | +301.7% | +23.7% | +278.0% | +281.3% |
| All | +452.1% | +24.8% | +427.3% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling