+2,943.1%
FN vs BDX
+428.2%
+2,514.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.8% | +12.4% | +11.9% |
| 7D | 0.0% | +7.1% | -7.1% | -2.7% |
| 30D | -34.3% | +17.6% | -51.9% | -38.4% |
| 3M | -39.9% | +20.4% | -60.2% | -44.3% |
| 6M | -51.8% | +48.3% | -100.1% | -59.7% |
| YTD | -28.1% | +41.6% | -69.7% | -39.0% |
| 1Y | -29.1% | +55.7% | -84.8% | -42.3% |
| 3Y | +102.4% | +10.6% | +91.8% | +85.4% |
| 5Y | +171.7% | +24.0% | +147.7% | +129.1% |
| 10Y | +773.5% | +84.8% | +688.7% | +411.3% |
| All | +2,943.1% | +428.2% | +2,514.8% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling