-29.2%
ALB vs BDX
-9.0%
-20.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | -8.6% | -3.6% | -5.0% | -7.3% |
| 30D | -4.0% | +0.7% | -4.7% | -4.3% |
| 3M | -17.4% | +19.0% | -36.3% | -23.6% |
| 6M | -25.4% | +10.8% | -36.2% | -28.6% |
| YTD | -10.5% | +20.1% | -30.7% | -18.1% |
| 1Y | +75.8% | +23.1% | +52.8% | +58.3% |
| All | -29.2% | -9.0% | -20.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling