+38.6%
ALB vs BDX
+95.1%
-56.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.8% | +2.9% | -8.7% | -6.9% |
| 30D | -4.5% | +15.4% | -20.0% | -10.4% |
| 3M | -28.1% | +20.5% | -48.6% | -33.8% |
| 6M | -53.2% | +53.2% | -106.4% | -61.7% |
| YTD | -33.3% | +45.7% | -79.0% | -44.4% |
| 1Y | -17.4% | +47.3% | -64.7% | -31.5% |
| 3Y | -14.1% | +25.1% | -39.2% | -24.3% |
| 5Y | -64.0% | +27.4% | -91.5% | -69.0% |
| All | +38.6% | +95.1% | -56.5% | -0.2% |
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