+54.6%
FTI vs BDX
+54.0%
+0.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.6% | -8.9% | -2.8% |
| 7D | -9.7% | +7.2% | -16.9% | -9.1% |
| 30D | -8.2% | +15.8% | -24.0% | -7.5% |
| 3M | -7.8% | +23.7% | -31.5% | -6.7% |
| 6M | -13.4% | +44.8% | -58.3% | -12.3% |
| YTD | +45.1% | +39.8% | +5.3% | +47.5% |
| 1Y | +54.6% | +52.3% | +2.3% | +55.5% |
| All | +54.6% | +54.0% | +0.6% | +55.5% |
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