+160.3%
FN vs BDX
-10.5%
+170.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.0% |
| 7D | -1.7% | -2.5% | +0.8% | -1.9% |
| 30D | -22.0% | +8.3% | -30.2% | -21.5% |
| 3M | -43.0% | +24.4% | -67.4% | -42.2% |
| 6M | -27.7% | +9.2% | -36.9% | -25.8% |
| YTD | -10.5% | +22.7% | -33.2% | -9.0% |
| 1Y | +12.5% | +25.9% | -13.4% | +14.2% |
| All | +160.3% | -10.5% | +170.8% | +180.5% |
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 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