+20,069.3%
NTAP vs BDX
+2,080.9%
+17,988.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +3.2% |
| 7D | +3.3% | -4.3% | +7.5% | +5.1% |
| 30D | -0.2% | +1.3% | -1.5% | -0.9% |
| 3M | +11.4% | +20.2% | -8.9% | +2.4% |
| 6M | +88.7% | +8.6% | +80.1% | +80.1% |
| YTD | +78.9% | +19.0% | +60.0% | +64.2% |
| 1Y | +58.8% | +21.2% | +37.6% | +44.2% |
| 3Y | +153.5% | -9.7% | +163.2% | +153.6% |
| 5Y | +136.7% | -3.4% | +140.1% | +125.7% |
| 10Y | +590.2% | +53.9% | +536.3% | +419.2% |
| All | +20,069.3% | +2,080.9% | +17,988.4% | +5,077.4% |
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 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