+194.3%
NOK vs BDX
-10.0%
+204.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.8% |
| 7D | +11.0% | -3.2% | +14.1% | +10.9% |
| 30D | +7.8% | -2.5% | +10.4% | +7.8% |
| 3M | -21.0% | +21.4% | -42.4% | -21.2% |
| 6M | +40.9% | +10.4% | +30.5% | +42.9% |
| YTD | +72.0% | +18.8% | +53.2% | +72.3% |
| 1Y | +140.9% | +21.7% | +119.2% | +139.9% |
| 3Y | +194.3% | -10.0% | +204.2% | +213.1% |
| All | +194.3% | -10.0% | +204.2% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling