-42.3%
ACN vs BDX
-10.7%
-31.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | -7.9% | -5.4% | -2.5% | -6.2% |
| 30D | -1.1% | -2.2% | +1.1% | -0.3% |
| 3M | +5.6% | +20.1% | -14.5% | +0.4% |
| 6M | -9.9% | +9.1% | -19.0% | -12.4% |
| YTD | -32.3% | +17.9% | -50.2% | -35.6% |
| 1Y | -25.3% | +22.1% | -47.4% | -29.6% |
| All | -42.3% | -10.7% | -31.6% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling