+104.4%
BDX vs ALM
+2,100.8%
-1,996.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.7% | +1.0% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +15.4% | -19.3% | +34.8% | +15.7% |
| 3M | +20.5% | -40.6% | +61.2% | +21.1% |
| 6M | +53.2% | -57.9% | +111.1% | +54.4% |
| YTD | +45.7% | -6.7% | +52.4% | +44.9% |
| 1Y | +47.3% | +20.2% | +27.1% | +45.9% |
| 3Y | +25.1% | +879.4% | -854.4% | +19.7% |
| 5Y | +27.4% | +415.3% | -387.8% | +22.2% |
| All | +104.4% | +2,100.8% | -1,996.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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