+80.2%
ALB vs BDX
+58.0%
+22.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | -7.6% | -5.4% | -2.2% | -5.3% |
| 30D | -5.6% | -2.2% | -3.4% | -4.7% |
| 3M | -16.8% | +20.1% | -36.9% | -24.1% |
| 6M | -26.3% | +9.1% | -35.4% | -29.9% |
| YTD | -13.2% | +17.9% | -31.1% | -20.6% |
| 1Y | +68.8% | +22.1% | +46.7% | +51.4% |
| 3Y | -30.7% | -10.5% | -20.1% | -29.0% |
| 5Y | -46.3% | -2.6% | -43.7% | -47.9% |
| All | +80.2% | +58.0% | +22.2% | +33.5% |
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