+2,102.5%
FTI vs BDX
+926.8%
+1,175.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.9% |
| 7D | -2.3% | -3.6% | +1.2% | -0.8% |
| 30D | +5.0% | +0.7% | +4.3% | +4.6% |
| 3M | +13.8% | +19.0% | -5.1% | +4.8% |
| 6M | +22.9% | +10.8% | +12.1% | +16.0% |
| YTD | +75.0% | +20.1% | +54.8% | +58.9% |
| 1Y | +96.9% | +23.1% | +73.8% | +76.4% |
| 3Y | +276.7% | -8.8% | +285.5% | +275.6% |
| 5Y | +1,157.0% | -1.4% | +1,158.4% | +1,077.8% |
| 10Y | +310.7% | +60.5% | +250.2% | +186.1% |
| All | +2,102.5% | +926.8% | +1,175.7% | +621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling