-51.8%
FN vs BDX
+48.0%
-99.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +10.7% |
| 7D | 0.0% | +7.1% | -7.1% | +8.9% |
| 30D | -34.3% | +17.6% | -51.9% | -20.3% |
| 3M | -39.9% | +20.4% | -60.2% | -24.4% |
| 6M | -51.8% | +48.3% | -100.1% | -18.6% |
| All | -51.8% | +48.0% | -99.8% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling