-9.7%
BDX vs ALM
+2,327.9%
-2,337.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.8% | -11.9% | -3.2% |
| 7D | -4.3% | +8.4% | -12.7% | -4.4% |
| 30D | +1.3% | +34.8% | -33.6% | +0.8% |
| 3M | +20.2% | +16.2% | +4.0% | +19.8% |
| 6M | +8.6% | +2.1% | +6.5% | +8.2% |
| YTD | +19.0% | +117.0% | -98.1% | +16.4% |
| 1Y | +21.2% | +313.9% | -292.7% | +16.5% |
| 3Y | -9.7% | +2,327.9% | -2,337.6% | -16.3% |
| All | -9.7% | +2,327.9% | -2,337.6% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling