+245.3%
NEM vs BDX
-10.0%
+255.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.0% | -3.2% | +2.2% | -0.4% |
| 30D | +7.8% | -2.5% | +10.4% | +8.4% |
| 3M | +30.2% | +21.4% | +8.8% | +25.5% |
| 6M | +9.6% | +10.4% | -0.8% | +7.9% |
| YTD | +27.8% | +18.8% | +9.0% | +23.6% |
| 1Y | +60.7% | +21.7% | +39.0% | +54.5% |
| 3Y | +245.3% | -10.0% | +255.2% | +271.6% |
| All | +245.3% | -10.0% | +255.3% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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