+27.0%
NFLX vs BDX
-3.5%
+30.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -8.1% | -5.4% | -2.6% | -7.3% |
| 30D | +1.6% | -2.2% | +3.8% | +2.0% |
| 3M | -7.3% | +20.1% | -27.4% | -9.5% |
| 6M | -21.6% | +9.1% | -30.6% | -22.7% |
| YTD | -18.9% | +17.9% | -36.8% | -21.0% |
| 1Y | -39.1% | +22.1% | -61.2% | -41.0% |
| 3Y | +71.7% | -10.5% | +82.2% | +75.7% |
| 5Y | +27.0% | -2.6% | +29.6% | +30.9% |
| All | +27.0% | -3.5% | +30.4% | +30.9% |
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