+25.1%
BDX vs ALLE
+94.0%
-68.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | +2.9% | +3.6% | -0.7% | +1.8% |
| 30D | +15.4% | +25.9% | -10.5% | +7.4% |
| 3M | +20.5% | +15.8% | +4.8% | +15.0% |
| 6M | +53.2% | +48.1% | +5.1% | +35.1% |
| YTD | +45.7% | +22.0% | +23.7% | +35.3% |
| 1Y | +47.3% | +18.0% | +29.2% | +38.2% |
| 3Y | +25.1% | +93.1% | -68.0% | +9.3% |
| All | +25.1% | +94.0% | -68.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling