+1,036.2%
FTI vs BDX
-2.2%
+1,038.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -4.4% | -3.2% | -1.2% | -4.0% |
| 30D | +1.5% | -2.5% | +4.0% | +1.8% |
| 3M | +8.2% | +21.4% | -13.2% | +5.1% |
| 6M | +18.8% | +10.4% | +8.4% | +17.3% |
| YTD | +71.7% | +18.8% | +52.8% | +67.1% |
| 1Y | +90.0% | +21.7% | +68.4% | +84.2% |
| 3Y | +270.5% | -10.0% | +280.4% | +275.3% |
| All | +1,036.2% | -2.2% | +1,038.4% | +1,018.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling