+328.2%
NSC vs BDX
+58.0%
+270.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | -1.4% | -5.4% | +4.0% | +0.7% |
| 30D | -3.4% | -2.2% | -1.2% | -2.6% |
| 3M | +5.1% | +20.1% | -15.0% | -2.7% |
| 6M | +9.2% | +9.1% | +0.2% | +4.8% |
| YTD | +13.4% | +17.9% | -4.5% | +5.3% |
| 1Y | +20.8% | +22.1% | -1.3% | +10.3% |
| 3Y | +76.1% | -10.5% | +86.6% | +79.9% |
| 5Y | +45.3% | -2.6% | +47.9% | +41.5% |
| All | +328.2% | +58.0% | +270.2% | +256.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling