+5,137.1%
BDX vs NTRS
+7,800.3%
-2,663.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -3.2% | +1.4% | -4.5% | -3.5% |
| 30D | -2.5% | -0.7% | -1.9% | -2.4% |
| 3M | +21.4% | +11.3% | +10.1% | +18.2% |
| 6M | +10.4% | +35.5% | -25.1% | +2.4% |
| YTD | +18.8% | +40.6% | -21.8% | +9.0% |
| 1Y | +21.7% | +49.2% | -27.5% | +10.0% |
| 3Y | -10.0% | +167.2% | -177.2% | -30.0% |
| 5Y | -1.8% | +94.9% | -96.7% | -19.4% |
| 10Y | +58.8% | +259.5% | -200.7% | +8.1% |
| All | +5,137.1% | +7,800.3% | -2,663.3% | +1,318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling