+3.3%
BDX vs ALHC
-33.0%
+36.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.8% |
| 7D | -5.4% | -5.8% | +0.4% | -5.2% |
| 30D | -2.2% | -3.3% | +1.2% | -2.0% |
| 3M | +20.1% | -37.9% | +58.0% | +22.3% |
| 6M | +9.1% | -29.5% | +38.6% | +10.0% |
| YTD | +17.9% | -35.4% | +53.3% | +19.3% |
| 1Y | +22.1% | -22.4% | +44.5% | +22.5% |
| 3Y | -10.5% | +146.3% | -156.9% | -15.3% |
| 5Y | -2.6% | -32.0% | +29.4% | -6.4% |
| All | +3.3% | -33.0% | +36.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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