+53.9%
BDX vs ALLE
+148.2%
-94.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -4.3% | +2.8% | -7.1% | -5.1% |
| 30D | +1.3% | -7.6% | +8.9% | +3.7% |
| 3M | +20.2% | +22.8% | -2.5% | +12.6% |
| 6M | +8.6% | +4.6% | +4.0% | +6.6% |
| YTD | +19.0% | -1.2% | +20.2% | +18.5% |
| 1Y | +21.2% | -9.1% | +30.3% | +23.7% |
| 3Y | -9.7% | +50.0% | -59.7% | -21.6% |
| 5Y | -3.4% | +15.2% | -18.6% | -11.0% |
| 10Y | +53.9% | +151.1% | -97.2% | +7.6% |
| All | +53.9% | +148.2% | -94.4% | +7.6% |
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