+61.5%
ALB vs BDX
+27.3%
+34.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -8.1% | -2.5% | -5.5% | -7.8% |
| 30D | +6.3% | +8.3% | -2.0% | +5.8% |
| 3M | -23.6% | +24.4% | -48.0% | -24.7% |
| 6M | -24.6% | +9.2% | -33.8% | -21.6% |
| YTD | -10.3% | +22.7% | -33.0% | -9.6% |
| 1Y | +61.5% | +25.9% | +35.6% | +61.1% |
| All | +61.5% | +27.3% | +34.2% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling