+55.4%
BDX vs ALM
+2,776.7%
-2,721.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.8% |
| 7D | -5.4% | -7.1% | +1.7% | -5.3% |
| 30D | -2.2% | +24.7% | -26.9% | -2.5% |
| 3M | +20.1% | +8.3% | +11.8% | +19.8% |
| 6M | +9.1% | -22.2% | +31.2% | +9.1% |
| YTD | +17.9% | +88.1% | -70.2% | +16.4% |
| 1Y | +22.1% | +272.4% | -250.3% | +19.3% |
| 3Y | -10.5% | +2,004.1% | -2,014.7% | -14.9% |
| 5Y | -2.6% | +915.8% | -918.4% | -7.0% |
| All | +55.4% | +2,776.7% | -2,721.3% | +48.2% |
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