+358.7%
ALAB vs BDX
-1.3%
+360.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -5.8% |
| 7D | +0.6% | -5.4% | +6.0% | -1.0% |
| 30D | -8.8% | -2.2% | -6.6% | -9.3% |
| 3M | -14.0% | +20.1% | -34.1% | -9.6% |
| 6M | +144.3% | +9.1% | +135.2% | +155.0% |
| YTD | +71.0% | +17.9% | +53.2% | +79.1% |
| 1Y | +23.5% | +22.1% | +1.4% | +29.4% |
| All | +358.7% | -1.3% | +360.0% | +385.4% |
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