+208.1%
FXI vs BDX
+548.7%
-340.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.4% |
| 7D | -2.8% | -5.4% | +2.6% | -0.1% |
| 30D | -3.7% | -2.2% | -1.5% | -2.7% |
| 3M | -0.4% | +20.1% | -20.5% | -9.8% |
| 6M | -5.4% | +9.1% | -14.5% | -10.5% |
| YTD | -9.6% | +17.9% | -27.5% | -18.2% |
| 1Y | -11.9% | +22.1% | -34.0% | -22.0% |
| 3Y | +37.8% | -10.5% | +48.4% | +38.9% |
| 5Y | -7.0% | -2.6% | -4.4% | -13.5% |
| 10Y | +14.3% | +57.5% | -43.1% | -32.4% |
| All | +208.1% | +548.7% | -340.7% | -27.5% |
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