+143.4%
NTAP vs BDX
-2.2%
+145.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.4% |
| 7D | +7.4% | -3.2% | +10.5% | +8.0% |
| 30D | -1.4% | -2.5% | +1.2% | -0.9% |
| 3M | +24.6% | +21.4% | +3.2% | +19.4% |
| 6M | +105.9% | +10.4% | +95.5% | +101.4% |
| YTD | +88.5% | +18.8% | +69.7% | +81.3% |
| 1Y | +62.1% | +21.7% | +40.4% | +55.0% |
| 3Y | +169.1% | -10.0% | +179.0% | +171.6% |
| All | +143.4% | -2.2% | +145.6% | +134.4% |
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