+27.6%
BDX vs ACI
-42.9%
+70.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +2.9% | +2.3% | +0.6% | +2.6% |
| 30D | +15.4% | +1.2% | +14.2% | +15.2% |
| 3M | +20.5% | +6.8% | +13.7% | +19.3% |
| 6M | +53.2% | -18.7% | +71.9% | +56.1% |
| YTD | +45.7% | -20.2% | +65.9% | +48.4% |
| 1Y | +47.3% | -23.7% | +71.0% | +50.9% |
| 3Y | +25.1% | -31.6% | +56.7% | +29.3% |
| All | +27.6% | -42.9% | +70.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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