+5,389.6%
FLEX vs BDX
+4,511.8%
+877.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +7.5% | +2.9% | +4.5% | +6.4% |
| 30D | -25.3% | +15.4% | -40.7% | -29.6% |
| 3M | -39.7% | +20.5% | -60.2% | -44.3% |
| 6M | -47.9% | +53.2% | -101.0% | -56.5% |
| YTD | +24.1% | +45.7% | -21.6% | +4.8% |
| 1Y | +26.0% | +47.3% | -21.3% | +5.9% |
| 3Y | +282.7% | +25.1% | +257.6% | +234.2% |
| 5Y | +424.2% | +27.4% | +396.8% | +350.0% |
| 10Y | +613.8% | +95.4% | +518.4% | +403.6% |
| All | +5,389.6% | +4,511.8% | +877.7% | +1,431.9% |
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