+625.8%
NTAP vs BDX
+59.3%
+566.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.3% |
| 7D | +7.4% | -3.2% | +10.5% | +8.5% |
| 30D | -1.4% | -2.5% | +1.2% | -0.7% |
| 3M | +24.6% | +21.4% | +3.2% | +15.8% |
| 6M | +105.9% | +10.4% | +95.5% | +97.3% |
| YTD | +88.5% | +18.8% | +69.7% | +75.7% |
| 1Y | +62.1% | +21.7% | +40.4% | +49.5% |
| 3Y | +169.1% | -10.0% | +179.0% | +172.4% |
| 5Y | +141.9% | -1.8% | +143.7% | +131.0% |
| All | +625.8% | +59.3% | +566.5% | +461.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling