+257.6%
ALAB vs BDX
+22.0%
+235.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.2% |
| 7D | +16.3% | +2.9% | +13.4% | +17.4% |
| 30D | -26.1% | +15.4% | -41.6% | -22.3% |
| 3M | -31.3% | +20.5% | -51.8% | -26.5% |
| 6M | -1.0% | +53.2% | -54.2% | +12.4% |
| YTD | +33.3% | +45.7% | -12.3% | +50.3% |
| 1Y | +53.5% | +47.3% | +6.3% | +73.1% |
| All | +257.6% | +22.0% | +235.6% | +307.2% |
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