-11.3%
ABT vs BDX
-2.2%
-9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -5.9% | -3.2% | -2.7% | -4.6% |
| 30D | -8.1% | -2.5% | -5.5% | -7.0% |
| 3M | +14.5% | +21.4% | -6.9% | +5.4% |
| 6M | -6.3% | +10.4% | -16.7% | -10.4% |
| YTD | -17.1% | +18.8% | -36.0% | -23.4% |
| 1Y | -21.4% | +21.7% | -43.1% | -28.2% |
| 3Y | +5.9% | -10.0% | +15.9% | +10.9% |
| All | -11.3% | -2.2% | -9.0% | -13.0% |
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