-10.0%
BDX vs NLY
+64.2%
-74.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -3.2% | -4.0% | +0.8% | -1.5% |
| 30D | -2.5% | -5.2% | +2.7% | -0.4% |
| 3M | +21.4% | +2.8% | +18.6% | +20.0% |
| 6M | +10.4% | +4.2% | +6.2% | +8.4% |
| YTD | +18.8% | +4.7% | +14.2% | +16.2% |
| 1Y | +21.7% | +12.7% | +8.9% | +15.4% |
| 3Y | -10.0% | +62.5% | -72.5% | -24.7% |
| All | -10.0% | +64.2% | -74.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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