+20.8%
NSC vs BDX
+21.5%
-0.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -1.4% | -5.4% | +4.0% | 0.0% |
| 30D | -3.4% | -2.2% | -1.2% | -2.9% |
| 3M | +5.1% | +20.1% | -15.0% | 0.0% |
| 6M | +9.2% | +9.1% | +0.2% | +7.6% |
| YTD | +13.4% | +17.9% | -4.5% | +8.8% |
| 1Y | +20.8% | +22.1% | -1.3% | +15.1% |
| All | +20.8% | +21.5% | -0.7% | +15.1% |
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