+1,945.9%
NOW vs BDX
+384.3%
+1,561.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.7% | +1.0% | -2.7% | -2.1% |
| 30D | -27.4% | +15.1% | -42.5% | -32.4% |
| 3M | -19.4% | +18.2% | -37.6% | -26.0% |
| 6M | +13.1% | +48.1% | -35.0% | -7.0% |
| YTD | -34.3% | +44.1% | -78.4% | -45.9% |
| 1Y | -41.8% | +46.4% | -88.1% | -52.5% |
| 3Y | -20.7% | +24.4% | -45.1% | -32.2% |
| 5Y | -27.2% | +26.1% | -53.3% | -39.8% |
| 10Y | +509.1% | +93.3% | +415.8% | +237.3% |
| All | +1,945.9% | +384.3% | +1,561.6% | +470.0% |
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 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