+88.0%
BDX vs ALLE
+233.6%
-145.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.8% |
| 7D | +8.4% | -0.6% | +9.0% | +8.6% |
| 30D | +17.1% | +26.6% | -9.5% | +8.9% |
| 3M | +22.4% | +13.2% | +9.2% | +17.6% |
| 6M | +45.9% | +42.9% | +3.0% | +30.2% |
| YTD | +43.8% | +21.0% | +22.8% | +34.4% |
| 1Y | +57.8% | +15.2% | +42.7% | +49.6% |
| 3Y | +25.4% | +95.6% | -70.2% | +0.4% |
| 5Y | +26.0% | +53.4% | -27.4% | +6.3% |
| 10Y | +88.0% | +221.5% | -133.5% | +22.8% |
| All | +88.0% | +233.6% | -145.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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