-49.7%
NRG vs BDX
+54.0%
-103.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.6% | -19.1% | -13.0% |
| 7D | -13.7% | +7.2% | -20.9% | -13.2% |
| 30D | -13.6% | +15.8% | -29.4% | -13.3% |
| 3M | -28.5% | +23.7% | -52.2% | -28.4% |
| 6M | -45.8% | +44.8% | -90.6% | -46.4% |
| YTD | -46.9% | +39.8% | -86.7% | -46.1% |
| 1Y | -49.7% | +52.3% | -102.0% | -47.1% |
| All | -49.7% | +54.0% | -103.7% | -47.1% |
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 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