+219.2%
BDX vs ALLE
+340.4%
-121.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.5% | -0.8% | +3.4% | +2.8% |
| 30D | +13.6% | +27.4% | -13.8% | +5.3% |
| 3M | +18.9% | +13.8% | +5.1% | +14.0% |
| 6M | +51.8% | +45.5% | +6.3% | +34.6% |
| YTD | +43.3% | +21.4% | +21.9% | +33.7% |
| 1Y | +48.0% | +15.4% | +32.6% | +40.2% |
| 3Y | +23.7% | +91.7% | -68.0% | -0.6% |
| 5Y | +24.9% | +54.5% | -29.6% | +5.0% |
| 10Y | +92.2% | +210.5% | -118.3% | +23.6% |
| All | +219.2% | +340.4% | -121.2% | +87.6% |
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 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