+78.6%
NSC vs BDX
-9.6%
+88.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | -1.5% | -4.3% | +2.8% | -0.1% |
| 30D | -1.9% | +1.3% | -3.2% | -2.4% |
| 3M | +6.2% | +20.2% | -14.0% | -0.4% |
| 6M | +9.2% | +8.6% | +0.6% | +6.0% |
| YTD | +15.0% | +19.0% | -3.9% | +7.9% |
| 1Y | +21.1% | +21.2% | -0.1% | +12.7% |
| 3Y | +78.6% | -9.7% | +88.3% | +84.4% |
| All | +78.6% | -9.6% | +88.2% | +84.4% |
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