+8.6%
ALB vs BDX
+54.0%
-45.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +4.3% |
| 7D | -2.1% | +7.2% | -9.2% | -3.2% |
| 30D | -9.0% | +15.8% | -24.8% | -11.3% |
| 3M | -21.1% | +23.7% | -44.8% | -23.6% |
| 6M | -49.9% | +44.8% | -94.7% | -53.0% |
| YTD | -32.3% | +39.8% | -72.1% | -35.0% |
| 1Y | +8.6% | +52.3% | -43.7% | -1.9% |
| All | +8.6% | +54.0% | -45.4% | -1.9% |
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 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