-7.0%
BDX vs ALK
+4.2%
-11.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.1% | -1.7% |
| 7D | -2.5% | -0.7% | -1.9% | -2.4% |
| 30D | +8.3% | -19.2% | +27.5% | +11.1% |
| 3M | +24.4% | -1.5% | +25.9% | +24.1% |
| 6M | +9.2% | -13.1% | +22.2% | +10.0% |
| YTD | +22.7% | -16.4% | +39.1% | +23.7% |
| 1Y | +25.9% | -33.1% | +58.9% | +30.3% |
| All | -7.0% | +4.2% | -11.2% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling