+173.5%
FN vs BDX
+24.6%
+148.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +11.7% |
| 7D | 0.0% | +7.1% | -7.1% | -0.1% |
| 30D | -34.3% | +17.6% | -51.9% | -34.5% |
| 3M | -39.9% | +20.4% | -60.2% | -40.2% |
| 6M | -51.8% | +48.3% | -100.1% | -53.2% |
| YTD | -28.1% | +41.6% | -69.7% | -29.7% |
| 1Y | -29.1% | +55.7% | -84.8% | -31.8% |
| 3Y | +102.4% | +10.6% | +91.8% | +105.9% |
| All | +173.5% | +24.6% | +148.9% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling