-1.4%
BDX vs ALM
+958.0%
-959.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.1% |
| 7D | -3.6% | +3.6% | -7.2% | -3.6% |
| 30D | +0.7% | +33.8% | -33.1% | +0.1% |
| 3M | +19.0% | +14.8% | +4.2% | +18.4% |
| 6M | +10.8% | -7.0% | +17.7% | +10.5% |
| YTD | +20.1% | +108.1% | -87.9% | +17.4% |
| 1Y | +23.1% | +313.8% | -290.7% | +17.9% |
| 3Y | -8.8% | +2,227.6% | -2,236.4% | -17.5% |
| 5Y | -1.4% | +956.6% | -958.1% | -11.0% |
| All | -1.4% | +958.0% | -959.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling