+25.1%
BDX vs ABCL
+185.8%
-160.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +2.9% | -3.3% | +6.2% | +3.0% |
| 30D | +15.4% | -7.1% | +22.5% | +15.6% |
| 3M | +20.5% | +4.7% | +15.8% | +19.6% |
| 6M | +53.2% | +140.9% | -87.7% | +44.5% |
| YTD | +45.7% | +236.0% | -190.3% | +33.9% |
| 1Y | +47.3% | +217.4% | -170.1% | +35.8% |
| 3Y | +25.1% | +188.7% | -163.6% | +16.4% |
| All | +25.1% | +185.8% | -160.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling