+4.1%
BDX vs ALC
+17.1%
-13.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.0% |
| 7D | -5.4% | -7.7% | +2.3% | -2.9% |
| 30D | -2.2% | -11.7% | +9.5% | +1.8% |
| 3M | +20.1% | +0.7% | +19.4% | +19.8% |
| 6M | +9.1% | -17.1% | +26.1% | +15.2% |
| YTD | +17.9% | -15.1% | +33.0% | +23.4% |
| 1Y | +22.1% | -14.1% | +36.2% | +27.2% |
| 3Y | -10.5% | -18.2% | +7.6% | -6.3% |
| 5Y | -2.6% | -19.2% | +16.6% | 0.0% |
| All | +4.1% | +17.1% | -13.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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