+5,601.4%
NSC vs BDX
+6,371.9%
-770.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +2.5% | +2.9% | -0.4% | +1.6% |
| 30D | +1.7% | +15.4% | -13.7% | -2.9% |
| 3M | -2.6% | +20.5% | -23.1% | -8.3% |
| 6M | +6.4% | +53.2% | -46.8% | -7.4% |
| YTD | +15.5% | +45.7% | -30.2% | +1.7% |
| 1Y | +17.6% | +47.3% | -29.7% | +3.2% |
| 3Y | +75.0% | +25.1% | +49.9% | +59.7% |
| 5Y | +32.2% | +27.4% | +4.7% | +19.1% |
| 10Y | +296.6% | +95.4% | +201.2% | +209.1% |
| All | +5,601.4% | +6,371.9% | -770.5% | +1,601.1% |
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