+5,137.1%
BDX vs NYT
+758.3%
+4,378.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -2.5% | +4.6% | -7.1% | -3.1% |
| 3M | +21.4% | -9.6% | +31.0% | +22.8% |
| 6M | +10.4% | -14.0% | +24.4% | +12.3% |
| YTD | +18.8% | -2.8% | +21.7% | +18.8% |
| 1Y | +21.7% | +15.6% | +6.1% | +18.8% |
| 3Y | -10.0% | +56.3% | -66.3% | -16.3% |
| 5Y | -1.8% | +39.5% | -41.3% | -8.8% |
| 10Y | +58.8% | +488.0% | -429.3% | +17.1% |
| All | +5,137.1% | +758.3% | +4,378.8% | +3,013.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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