+5,605.4%
NSC vs BDX
+5,351.6%
+253.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -5.5% | -2.5% | -3.0% | -4.8% |
| 30D | -3.2% | +8.3% | -11.5% | -5.6% |
| 3M | +7.7% | +24.4% | -16.7% | +0.2% |
| 6M | +4.5% | +9.2% | -4.7% | +1.1% |
| YTD | +15.6% | +22.7% | -7.2% | +7.7% |
| 1Y | +19.8% | +25.9% | -6.0% | +10.6% |
| 3Y | +70.1% | -10.5% | +80.6% | +72.5% |
| 5Y | +46.1% | +1.9% | +44.2% | +41.4% |
| 10Y | +328.1% | +58.7% | +269.4% | +256.3% |
| All | +5,605.4% | +5,351.6% | +253.8% | +1,700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling