-23.7%
FPS vs BDX
+35.5%
-59.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | +0.7% |
| 7D | +13.6% | +2.9% | +10.6% | +15.7% |
| 30D | -32.4% | +15.4% | -47.8% | -24.1% |
| 3M | -41.1% | +20.5% | -61.6% | -32.2% |
| 6M | -51.4% | +53.2% | -104.6% | -40.1% |
| All | -23.7% | +35.5% | -59.2% | -0.8% |
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