+6.9%
FPS vs BDX
+11.7%
-4.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -3.7% |
| 7D | +5.3% | -3.6% | +8.9% | +4.0% |
| 30D | -17.6% | +0.7% | -18.3% | -17.2% |
| 3M | -45.8% | +19.0% | -64.7% | -41.8% |
| 6M | -10.1% | +10.8% | -20.9% | +2.4% |
| All | +6.9% | +11.7% | -4.9% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling