+7,917.6%
FLEX vs BDX
+3,784.8%
+4,132.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | -10.1% | +8.3% | -18.4% | -12.9% |
| 3M | -31.3% | +24.4% | -55.7% | -37.5% |
| 6M | +71.3% | +9.2% | +62.1% | +63.1% |
| YTD | +81.2% | +22.7% | +58.5% | +64.4% |
| 1Y | +98.5% | +25.9% | +72.6% | +77.8% |
| 3Y | +428.2% | -10.5% | +438.7% | +428.0% |
| 5Y | +657.3% | +1.9% | +655.3% | +612.4% |
| 10Y | +995.9% | +58.7% | +937.2% | +741.5% |
| All | +7,917.6% | +3,784.8% | +4,132.9% | +2,303.5% |
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