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  • NEM vs BDX✓SelectedUSD · BDXNEM vs BDX performance historyLatest closeAs of+1.27%09/09
Stock and ETF performance explorer

NEM vs BDX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+479.7%
BDX return
+5,237.1%
Excess return
-4,757.4%
Maximum drawdown
-77.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBDXExcessAlpha
1D+1.3%+1.0%+0.3%+1.1%
7D+3.1%-3.6%+6.6%+3.6%
30D+10.0%+0.7%+9.3%+9.9%
3M+30.9%+19.0%+11.9%+27.5%
6M+10.5%+10.8%-0.2%+8.6%
YTD+29.7%+20.1%+9.6%+25.9%
1Y+71.1%+23.1%+48.1%+65.4%
3Y+252.1%-8.8%+260.9%+253.4%
5Y+157.7%-1.4%+159.1%+155.2%
10Y+319.4%+60.5%+258.8%+287.8%
All+479.7%+5,237.1%-4,757.4%+398.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling