+21.7%
BDX vs NVD
-52.8%
+74.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -3.2% | +10.8% | -14.0% | -3.4% |
| 30D | -2.5% | +0.8% | -3.3% | -2.6% |
| 3M | +21.4% | -20.8% | +42.2% | +22.0% |
| 6M | +10.4% | -41.2% | +51.6% | +10.2% |
| YTD | +18.8% | -44.2% | +63.0% | +18.4% |
| 1Y | +21.7% | -54.2% | +75.8% | +21.0% |
| All | +21.7% | -52.8% | +74.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling