+102.3%
BDX vs ALLE
+208.6%
-106.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.0% | +1.6% | -0.6% | +0.5% |
| 30D | +15.1% | +24.1% | -9.0% | +7.7% |
| 3M | +18.2% | +14.8% | +3.4% | +13.1% |
| 6M | +48.1% | +45.9% | +2.3% | +31.4% |
| YTD | +44.1% | +20.7% | +23.4% | +34.7% |
| 1Y | +46.4% | +14.2% | +32.2% | +39.2% |
| 3Y | +24.4% | +90.7% | -66.3% | +0.4% |
| 5Y | +26.1% | +50.6% | -24.5% | +7.0% |
| All | +102.3% | +208.6% | -106.3% | +35.7% |
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