+97.2%
NI vs BDX
-2.2%
+99.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -1.4% | -2.5% | +1.2% | -0.8% |
| 3M | -10.6% | +21.4% | -32.0% | -15.6% |
| 6M | -9.3% | +10.4% | -19.7% | -12.2% |
| YTD | +1.1% | +18.8% | -17.7% | -4.6% |
| 1Y | +3.4% | +21.7% | -18.3% | -3.4% |
| 3Y | +67.9% | -10.0% | +77.8% | +73.6% |
| All | +97.2% | -2.2% | +99.4% | +87.4% |
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