-11.5%
NET vs BDX
+25.3%
-36.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.1% | -1.6% |
| 7D | -16.4% | +7.2% | -23.5% | -15.3% |
| 30D | -25.8% | +15.8% | -41.6% | -25.0% |
| 3M | -11.5% | +23.7% | -35.2% | -8.5% |
| All | -11.5% | +25.3% | -36.8% | -8.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling