+25.1%
BDX vs ALM
+909.2%
-884.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.3% |
| 6M | +53.2% | -57.9% | +111.1% | +54.9% |
| YTD | +45.7% | -6.7% | +52.4% | +43.9% |
| 1Y | +47.3% | +20.2% | +27.1% | +44.4% |
| 3Y | +25.1% | +879.4% | -854.4% | +16.3% |
| All | +25.1% | +909.2% | -884.2% | +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