+5,694.6%
NSC vs BDX
+6,303.1%
-608.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -0.2% | +18.2% | -18.4% | -5.5% |
| 6M | +7.6% | +48.1% | -40.6% | -5.5% |
| YTD | +17.4% | +44.1% | -26.8% | +3.8% |
| 1Y | +18.3% | +46.4% | -28.1% | +4.0% |
| 3Y | +79.8% | +24.4% | +55.5% | +64.4% |
| 5Y | +34.3% | +26.1% | +8.2% | +21.5% |
| 10Y | +303.1% | +93.3% | +209.8% | +215.2% |
| All | +5,694.6% | +6,303.1% | -608.5% | +1,634.8% |
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