+215.3%
BDX vs ALLE
+327.3%
-112.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | +7.1% | -0.6% | +7.6% | +7.2% |
| 30D | +17.6% | +25.3% | -7.7% | +9.6% |
| 3M | +20.4% | +10.3% | +10.1% | +16.5% |
| 6M | +48.3% | +38.0% | +10.2% | +33.6% |
| YTD | +41.6% | +17.8% | +23.8% | +33.3% |
| 1Y | +55.7% | +13.6% | +42.1% | +48.2% |
| 3Y | +10.6% | +89.2% | -78.6% | -10.7% |
| 5Y | +24.0% | +51.1% | -27.1% | +5.0% |
| 10Y | +84.8% | +228.1% | -143.3% | +16.7% |
| All | +215.3% | +327.3% | -112.0% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling