+1,381.0%
NET vs BDX
+16.6%
+1,364.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.1% | -4.7% |
| 7D | -16.4% | +7.2% | -23.5% | -18.7% |
| 30D | -25.8% | +15.8% | -41.6% | -30.2% |
| 3M | -11.5% | +23.7% | -35.2% | -19.2% |
| 6M | +18.9% | +44.8% | -25.9% | +1.4% |
| YTD | +35.2% | +39.8% | -4.6% | +16.2% |
| 1Y | +14.5% | +52.3% | -37.9% | -5.5% |
| 3Y | +313.8% | +9.3% | +304.5% | +291.9% |
| 5Y | +32.6% | +22.2% | +10.3% | +18.6% |
| All | +1,381.0% | +16.6% | +1,364.4% | +1,212.8% |
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