-3.4%
BDX vs ACI
-44.9%
+41.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.7% |
| 7D | -4.3% | -2.6% | -1.7% | -4.0% |
| 30D | +1.3% | +1.1% | +0.2% | +1.1% |
| 3M | +20.2% | -23.6% | +43.9% | +23.6% |
| 6M | +8.6% | -29.9% | +38.6% | +12.7% |
| YTD | +19.0% | -26.9% | +45.8% | +22.5% |
| 1Y | +21.2% | -34.2% | +55.4% | +26.4% |
| 3Y | -9.7% | -43.6% | +33.9% | -4.4% |
| 5Y | -3.4% | -42.4% | +39.0% | -0.5% |
| All | -3.4% | -44.9% | +41.5% | -0.5% |
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