+400.4%
ALAB vs BDX
+2.7%
+397.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.3% | +9.3% |
| 7D | +7.2% | -2.5% | +9.8% | +6.5% |
| 30D | -2.5% | +8.3% | -10.8% | -0.3% |
| 3M | -13.3% | +24.4% | -37.7% | -7.8% |
| 6M | +172.8% | +9.2% | +163.7% | +187.1% |
| YTD | +86.6% | +22.7% | +63.9% | +97.7% |
| 1Y | +65.2% | +25.9% | +39.3% | +75.2% |
| All | +400.4% | +2.7% | +397.7% | +435.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling