-11.5%
BDX vs NVD
-99.2%
+87.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.0% |
| 7D | -3.6% | +0.5% | -4.1% | -3.5% |
| 30D | +0.7% | -9.3% | +10.0% | +0.7% |
| 3M | +19.0% | -22.1% | +41.0% | +19.0% |
| 6M | +10.8% | -45.8% | +56.6% | +10.5% |
| YTD | +20.1% | -46.7% | +66.9% | +19.9% |
| 1Y | +23.1% | -59.5% | +82.5% | +22.6% |
| 3Y | -8.8% | -99.2% | +90.3% | -11.5% |
| All | -11.5% | -99.2% | +87.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling