-16.5%
ABT vs BDX
+27.3%
-43.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -3.7% | -2.5% | -1.2% | -2.4% |
| 30D | +2.5% | +8.3% | -5.8% | -1.5% |
| 3M | +20.2% | +24.4% | -4.2% | +8.1% |
| 6M | -2.9% | +9.2% | -12.1% | -8.4% |
| YTD | -11.9% | +22.7% | -34.6% | -21.2% |
| 1Y | -16.5% | +25.9% | -42.4% | -26.1% |
| All | -16.5% | +27.3% | -43.8% | -26.1% |
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