+5,093.9%
NI vs BDX
+5,237.1%
-143.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +1.3% | -3.6% | +4.8% | +2.1% |
| 30D | -0.3% | +0.7% | -0.9% | -0.5% |
| 3M | -9.5% | +19.0% | -28.4% | -13.2% |
| 6M | -10.2% | +10.8% | -21.0% | -12.7% |
| YTD | +1.8% | +20.1% | -18.4% | -3.1% |
| 1Y | +5.7% | +23.1% | -17.4% | 0.0% |
| 3Y | +69.6% | -8.8% | +78.4% | +69.9% |
| 5Y | +95.8% | -1.4% | +97.2% | +92.0% |
| 10Y | +145.1% | +60.5% | +84.6% | +114.7% |
| All | +5,093.9% | +5,237.1% | -143.3% | +2,422.5% |
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