+118.0%
NOK vs BDX
+27.3%
+90.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +1.9% |
| 7D | -1.8% | -2.5% | +0.8% | -3.0% |
| 30D | +4.7% | +8.3% | -3.6% | +9.2% |
| 3M | -39.7% | +24.4% | -64.0% | -32.0% |
| 6M | +23.1% | +9.2% | +13.9% | +41.2% |
| YTD | +55.0% | +22.7% | +32.3% | +81.8% |
| 1Y | +118.0% | +25.9% | +92.2% | +159.0% |
| All | +118.0% | +27.3% | +90.7% | +159.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling