+5.7%
BDX vs ABCL
-81.2%
+86.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -4.3% | +1.4% | -5.7% | -4.3% |
| 30D | +1.3% | +65.1% | -63.8% | -1.1% |
| 3M | +20.2% | +111.1% | -90.8% | +16.2% |
| 6M | +8.6% | +231.6% | -223.0% | +2.7% |
| YTD | +19.0% | +234.5% | -215.5% | +12.2% |
| 1Y | +21.2% | +174.3% | -153.2% | +14.8% |
| 3Y | -9.7% | +111.5% | -121.2% | -15.4% |
| 5Y | -3.4% | -37.3% | +33.9% | -8.9% |
| All | +5.7% | -81.2% | +86.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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