-42.9%
FPS vs BDX
+46.1%
-89.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.9% | +13.5% | +15.4% |
| 7D | +9.5% | +2.5% | +6.9% | +13.2% |
| 30D | -33.8% | +13.6% | -47.3% | -21.9% |
| 3M | -34.9% | +18.9% | -53.8% | -19.5% |
| 6M | -42.9% | +51.8% | -94.7% | -13.4% |
| All | -42.9% | +46.1% | -89.0% | -13.4% |
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