+502.5%
NTRA vs BDX
-10.0%
+512.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +1.0% |
| 30D | +4.1% | -2.5% | +6.7% | +4.7% |
| 3M | +50.0% | +21.4% | +28.6% | +42.5% |
| 6M | +67.3% | +10.4% | +56.9% | +62.0% |
| YTD | +43.6% | +18.8% | +24.7% | +37.2% |
| 1Y | +89.2% | +21.7% | +67.6% | +80.0% |
| 3Y | +502.5% | -10.0% | +512.5% | +480.7% |
| All | +502.5% | -10.0% | +512.5% | +480.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling