+55.4%
BDX vs ACGL
+277.0%
-221.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.4% | -3.6% | -1.8% | -4.5% |
| 30D | -2.2% | -2.1% | -0.1% | -1.7% |
| 3M | +20.1% | +5.4% | +14.7% | +18.5% |
| 6M | +9.1% | 0.0% | +9.0% | +9.0% |
| YTD | +17.9% | +0.3% | +17.6% | +17.6% |
| 1Y | +22.1% | +6.2% | +15.9% | +20.0% |
| 3Y | -10.5% | +30.9% | -41.5% | -17.6% |
| 5Y | -2.6% | +159.8% | -162.4% | -25.7% |
| All | +55.4% | +277.0% | -221.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling