+10.6%
BDX vs ALK
+16.0%
-5.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +7.1% | +9.0% | -2.0% | +5.8% |
| 30D | +17.6% | -1.6% | +19.2% | +17.6% |
| 3M | +20.4% | -23.2% | +43.5% | +24.1% |
| 6M | +48.3% | -3.9% | +52.1% | +47.8% |
| YTD | +41.6% | -22.6% | +64.2% | +43.8% |
| 1Y | +55.7% | -5.3% | +61.1% | +53.7% |
| 3Y | +10.6% | +18.6% | -8.0% | +4.7% |
| All | +10.6% | +16.0% | -5.3% | +4.7% |
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