+93.1%
ACN vs BDX
+59.3%
+33.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.0% |
| 7D | -1.5% | -3.2% | +1.7% | -0.1% |
| 30D | +2.1% | -2.5% | +4.6% | +3.3% |
| 3M | +11.1% | +21.4% | -10.3% | +2.5% |
| 6M | -6.8% | +10.4% | -17.3% | -10.8% |
| YTD | -30.0% | +18.8% | -48.9% | -35.3% |
| 1Y | -23.1% | +21.7% | -44.8% | -29.7% |
| 3Y | -40.4% | -10.0% | -30.4% | -39.2% |
| 5Y | -41.6% | -1.8% | -39.8% | -43.5% |
| All | +93.1% | +59.3% | +33.8% | +52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling