+93.9%
FN vs BDX
+25.0%
+68.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.1% | -8.4% | -7.1% |
| 7D | +0.3% | +2.9% | -2.6% | +0.8% |
| 30D | -16.5% | +15.4% | -32.0% | -14.2% |
| 3M | -42.1% | +20.5% | -62.6% | -40.1% |
| 6M | -52.9% | +53.2% | -106.1% | -50.3% |
| YTD | -28.0% | +45.7% | -73.6% | -23.6% |
| 1Y | -18.5% | +47.3% | -65.8% | -13.7% |
| 3Y | +93.9% | +25.1% | +68.8% | +103.8% |
| All | +93.9% | +25.0% | +68.9% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling