+2,885.9%
ALB vs BDX
+4,088.1%
-1,202.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.9% |
| 7D | -8.1% | -2.5% | -5.5% | -7.2% |
| 30D | +6.3% | +8.3% | -2.0% | +3.3% |
| 3M | -23.6% | +24.4% | -48.0% | -29.9% |
| 6M | -24.6% | +9.2% | -33.8% | -27.7% |
| YTD | -10.3% | +22.7% | -33.0% | -17.7% |
| 1Y | +61.5% | +25.9% | +35.6% | +46.4% |
| 3Y | -34.0% | -10.5% | -23.5% | -32.6% |
| 5Y | -44.6% | +1.9% | -46.5% | -46.5% |
| 10Y | +76.1% | +58.7% | +17.4% | +42.9% |
| All | +2,885.9% | +4,088.1% | -1,202.3% | +1,194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling