+8.6%
FOXA vs BDX
+27.3%
-18.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.1% |
| 7D | -4.0% | -2.5% | -1.4% | -3.5% |
| 30D | +12.0% | +8.3% | +3.7% | +10.3% |
| 3M | +0.3% | +24.4% | -24.1% | -3.5% |
| 6M | +12.5% | +9.2% | +3.3% | +10.2% |
| YTD | -9.6% | +22.7% | -32.3% | -14.1% |
| 1Y | +8.6% | +25.9% | -17.3% | +3.2% |
| All | +8.6% | +27.3% | -18.7% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling