-45.1%
ALB vs BDX
-1.9%
-43.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | -8.6% | -3.6% | -5.0% | -7.2% |
| 30D | -4.0% | +0.7% | -4.7% | -4.3% |
| 3M | -17.4% | +19.0% | -36.3% | -23.7% |
| 6M | -25.4% | +10.8% | -36.2% | -29.0% |
| YTD | -10.5% | +20.1% | -30.7% | -18.2% |
| 1Y | +75.8% | +23.1% | +52.8% | +58.3% |
| 3Y | -28.5% | -8.8% | -19.7% | -27.7% |
| 5Y | -45.1% | -1.4% | -43.7% | -44.3% |
| All | -45.1% | -1.9% | -43.2% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling