+794.1%
FN vs BDX
+84.3%
+709.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.5% | -4.5% |
| 7D | -4.1% | +7.3% | -11.4% | -5.5% |
| 30D | -28.3% | +15.7% | -44.0% | -30.6% |
| 3M | -33.9% | +19.1% | -52.9% | -36.5% |
| 6M | -43.9% | +44.1% | -88.0% | -49.1% |
| YTD | -23.4% | +42.1% | -65.5% | -30.5% |
| 1Y | -25.4% | +52.6% | -78.0% | -33.8% |
| 3Y | +107.9% | +22.6% | +85.3% | +92.4% |
| 5Y | +195.1% | +23.3% | +171.8% | +168.6% |
| 10Y | +794.1% | +84.8% | +709.3% | +674.1% |
| All | +794.1% | +84.3% | +709.8% | +674.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling