+112.5%
NET vs BDX
+1.9%
+110.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -7.0% | -2.5% | -4.5% | -6.1% |
| 30D | -4.8% | +8.3% | -13.0% | -7.9% |
| 3M | +3.8% | +24.4% | -20.6% | -5.5% |
| 6M | +50.0% | +9.2% | +40.9% | +44.3% |
| YTD | +41.5% | +22.7% | +18.8% | +28.7% |
| 1Y | +32.8% | +25.9% | +7.0% | +18.9% |
| 3Y | +335.9% | -10.5% | +346.4% | +371.1% |
| All | +112.5% | +1.9% | +110.5% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling