+12.3%
FN vs BDX
+21.6%
-9.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +0.9% |
| 7D | +3.5% | -4.3% | +7.8% | +1.7% |
| 30D | -26.0% | +1.3% | -27.2% | -25.4% |
| 3M | -33.3% | +20.2% | -53.5% | -27.2% |
| 6M | -14.9% | +8.6% | -23.5% | -6.2% |
| YTD | -8.6% | +19.0% | -27.5% | +2.6% |
| 1Y | +12.3% | +21.2% | -8.9% | +28.5% |
| All | +12.3% | +21.6% | -9.2% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling