+102.3%
BDX vs ALK
-45.1%
+147.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.1% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | +15.1% | +3.3% | +11.8% | +14.6% |
| 3M | +18.2% | -17.6% | +35.8% | +20.4% |
| 6M | +48.1% | +0.8% | +47.3% | +47.0% |
| YTD | +44.1% | -22.4% | +66.5% | +46.2% |
| 1Y | +46.4% | -10.1% | +56.5% | +46.0% |
| 3Y | +24.4% | +14.0% | +10.4% | +19.1% |
| 5Y | +26.1% | -29.8% | +55.9% | +25.0% |
| All | +102.3% | -45.1% | +147.4% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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