+1,449.6%
NET vs BDX
+2.3%
+1,447.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -7.0% | -2.5% | -4.5% | -6.0% |
| 30D | -4.8% | +8.3% | -13.0% | -7.9% |
| 3M | +3.8% | +24.4% | -20.6% | -5.7% |
| 6M | +50.0% | +9.2% | +40.9% | +43.9% |
| YTD | +41.5% | +22.7% | +18.8% | +28.5% |
| 1Y | +32.8% | +25.9% | +7.0% | +18.8% |
| 3Y | +335.9% | -10.5% | +346.4% | +352.8% |
| 5Y | +113.8% | +1.9% | +111.9% | +106.3% |
| All | +1,449.6% | +2.3% | +1,447.2% | +1,351.2% |
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