+34.3%
NSC vs BDX
+25.5%
+8.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +4.2% | +15.1% | -10.9% | -1.1% |
| 3M | -0.2% | +18.2% | -18.4% | -6.3% |
| 6M | +7.6% | +48.1% | -40.6% | -7.5% |
| YTD | +17.4% | +44.1% | -26.8% | +1.6% |
| 1Y | +18.3% | +46.4% | -28.1% | +1.7% |
| 3Y | +79.8% | +24.4% | +55.5% | +62.9% |
| 5Y | +34.3% | +26.1% | +8.2% | +22.5% |
| All | +34.3% | +25.5% | +8.9% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling